Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484): Difference between revisions

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scientific article; zbMATH DE number 7214282
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English
Data-driven local polynomial for the trend and its derivatives in economic time series
scientific article; zbMATH DE number 7214282

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    Data-driven local polynomial for the trend and its derivatives in economic time series (English)
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    24 June 2020
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    bandwidth selection
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    dependent errors
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    derivative estimation
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    spectral density
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    semiparametric modelling
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    implementation in R
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