scientific article; zbMATH DE number 7594588

MaRDI QIDQ5037983zbMATH OpenFDO

Authors Jiyanglin Li, Shou Xia Wang, Jinhong You

Publication date 29 September 2022

Full work available at URL https://www.actamath.com/Jwk_sxxb_cn/EN/10.12386/A20220015

zbMATH Keywords

B-splinegeneralized additive modellocally stationarymixing conditionperiodicity

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• Additive nonparametric models with time variable and both stationary and nonstationary regressors
• A nonparametric model for stationary time series
• Some characterizations of non-additive multi-period models
• scientific article; zbMATH DE number 4201426
• A parametric model for discrete-valued time series
• Nonparametric additive models
• Nonparametric time series analysis for periodically correlated processes
• Nonparametric Trend Estimation for Periodic Autoregressive Time Series

Cites work

• A central limit theorem for non-stationary strongly mixing random fields
• Asymptotic Statistics
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Estimating the frequency of a periodic function
• Estimation and variable selection for generalized additive partial linear models
• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Logistic regression for autocorrelated data with application to repeated measures
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Multivariate statistical modelling based on generalized linear models.
• Nonparametric estimation of a periodic sequence in the presence of a smooth trend
• Nonparametric regression for locally stationary time series
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Optimal estimation in additive regression models
• Oracally Efficient Two-Step Estimation of Generalized Additive Model
• Polynomial spline estimation for a generalized additive coefficient model
• Profile likelihood and conditionally parametric models
• Profile-kernel likelihood inference with diverging number of parameters
• Quasi-likelihood Estimation in Semiparametric Models
• Regression analysis of count data
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• The dimensionality reduction principle for generalized additive models
• Two-step estimation of time-varying additive model for locally stationary time series

Cited in

(3)

• Additive models with autoregressive symmetric errors based on penalized regression splines
• Discrete Prolate Spheroidal Sequences as Filters in Generalized Additive Models
• Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors

Describes a project that uses

Uses Software

• Fahrmeir

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5037983)