Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484)
From MaRDI portal
scientific article; zbMATH DE number 7214282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven local polynomial for the trend and its derivatives in economic time series |
scientific article; zbMATH DE number 7214282 |
Statements
Data-driven local polynomial for the trend and its derivatives in economic time series (English)
0 references
24 June 2020
0 references
bandwidth selection
0 references
dependent errors
0 references
derivative estimation
0 references
spectral density
0 references
semiparametric modelling
0 references
implementation in R
0 references
