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