Estimating nonlinear additive models with nonstationarities and correlated errors
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Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)
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Cites work
- A simple smooth backfitting method for additive models
- Autoregressive coefficient estimation in nonparametric analysis
- Bandwidth selection for smooth backfitting in additive models
- Central limit theorems for sums of α-mixing random variables
- Choice of bandwidth for kernel regression when residuals are correlated
- Climate time series analysis. Classical statistical and bootstrap methods
- Estimating error correlation in nonparametric regression
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- scientific article; zbMATH DE number 469330 (Why is no real title available?)
- scientific article; zbMATH DE number 597913 (Why is no real title available?)
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Nonparametric curve estimation with time series errors
- Nonparametric estimation of a periodic sequence in the presence of a smooth trend
- Nonparametric regression for locally stationary time series
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Regression models with time series errors
- Semi-parametric regression: efficiency gains from modeling the nonparametric part
- SEMIPARAMETRIC TIME SERIES REGRESSION
- Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
Cited in
(9)- Additive models with autoregressive symmetric errors based on penalized regression splines
- On multivariate nonlinear regression models with stationary correlated errors
- On multiple regression models with nonstationary correlated errors
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
- Locally Stationary Multiplicative Volatility Modeling
- Varying-coefficient model and applications for the periodic time series
- Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases
- Inadmissibility but near optimality of an estimator of correlated response variance under additive models
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