Constrained spline regression in the presence of AR(p) errors

DOI10.1080/10485252.2013.804075zbMATH Open1416.62231OpenAlexW2076551219MaRDI QIDQ2863052FDOQ2863052

Authors: Mary C. Meyer, Jean D. Opsomer, Huan Wang 

Publication date: 21 November 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2013.804075

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zbMATH Keywords

AR(\(p\))shape-restricted inferencecorrelation-adjusted AICpenalised spline

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Semiparametric Regression
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• Maximum Likelihood Estimates of Monotone Parameters
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• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors
• Time series: Theory and methods
• On the asymptotics of penalized splines
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
• Constrained penalized splines
• Using bimodal kernel for inference in nonparametric regression with correlated errors
• ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
• Theory for penalised spline regression
• An iterated cochrane-orcutt procedure for nonparametric regression

Cited In (4)

• Semiparametric Models for Accelerated Destructive Degradation Test Data Analysis
• Unbiased Partial Spline Fitting under Autoregressive Errors
• Change-point estimation using shape-restricted regression splines
• On the calculations of the maximum likelihood estimates for the polynomial spline regression model with unknown knots and AR(1) errors

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