Nonparametric spline regression with autoregressive moving average errors (Q4015839)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric spline regression with autoregressive moving average errors |
scientific article |
Statements
Nonparametric spline regression with autoregressive moving average errors (English)
0 references
29 November 1992
0 references
integrated squared error
0 references
Kalman filter
0 references
spline smoothing
0 references
state space model
0 references
spline nonparametric regression
0 references
autocorrelated errors
0 references
autoregressive moving average model
0 references
maximum likelihood
0 references
cross- validation
0 references
generalized cross-validation
0 references
marginal likelihood
0 references
finite sample properties
0 references
simulation study
0 references
