Nonparametric Decomposition of Time Series Data with Inputs

DOI10.1080/03610918.2011.615970zbMath1270.62071MaRDI QIDQ3168381

Erniel B. Barrios, Edward Santos

Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.615970

zbMATH Keywords

additive models; nonparametric regression; ordinary least squares; multicollinearity; backfitting

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Nonparametric hypothesis testing in clustered survival model, Estimation of semiparametric mixed analysis of covariance model, Robust estimation of a multilevel model with structural change

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