Additive Nonparametric Regression With Autocorrelated Errors
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Cited in
(17)- Nonparametric regression using Bayesian variable selection
- Bayesian backfitting. (With comments and a rejoinder).
- Quantile regression using RJMCMC algorithm
- A note on P-spline additive models with correlated errors
- Additive models with autoregressive symmetric errors based on penalized regression splines
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Nonparametric decomposition of time series data with inputs
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- scientific article; zbMATH DE number 1219010 (Why is no real title available?)
- Estimating nonlinear additive models with nonstationarities and correlated errors
- Identification of Non-Linear Additive Autoregressive Models
- Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes
- A spline model for electricity demand forescasting
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
- Nonparametric transfer function models
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- Short‐term forecasting with a computationally efficient nonparametric transfer function model
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