Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484)

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scientific article; zbMATH DE number 7214282
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    Data-driven local polynomial for the trend and its derivatives in economic time series
    scientific article; zbMATH DE number 7214282

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      Data-driven local polynomial for the trend and its derivatives in economic time series (English)
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      24 June 2020
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      bandwidth selection
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      dependent errors
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      derivative estimation
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      spectral density
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      semiparametric modelling
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      implementation in R
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