Fitting polynomial trend to time series by the method of Buys-Ballot estimators
From MaRDI portal
Publication:4975162
Recommendations
- Functional coefficient regression models with time trend
- Polynomial Trend Regression With Long‐memory Errors
- scientific article; zbMATH DE number 223230
- Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables)
- Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
Cites work
- scientific article; zbMATH DE number 2012512 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- A light-tailed conditionally heteroscedastic model with applications to river flows
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Dynamic Econometrics
- Time series: theory and methods.
This page was built for publication: Fitting polynomial trend to time series by the method of Buys-Ballot estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4975162)