Nonparametric spline regression with autoregressive moving average errors
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Publication:4015839
DOI10.1093/biomet/79.2.335zbMath0751.62017OpenAlexW1971371656MaRDI QIDQ4015839
Craig F. Ansley, Robert Kohn, Chi-ming Wong
Publication date: 29 November 1992
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/79.2.335
Kalman filtermaximum likelihoodmarginal likelihoodsimulation studystate space modelautoregressive moving average modelgeneralized cross-validationautocorrelated errorsintegrated squared errorfinite sample propertiesspline smoothingcross- validationspline nonparametric regression
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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