Unbiased Partial Spline Fitting under Autoregressive Errors

DOI10.1007/978-3-642-57489-4_94zbMath1446.62023OpenAlexW2463990057MaRDI QIDQ3298755

Michael G. Schimek

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_94

zbMATH Keywords

time seriesunbiased estimationsemiparametric regressionpartial splinesmoothing parameterreferencesAR errors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Cites Work

• Serial correlation in spline smoothing: A simulation study
• Estimation in partially linear models.
• Estimation and inference in partially linear models with smoothing splines
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