Data-driven local polynomial for the trend and its derivatives in economic time series
DOI10.1080/10485252.2020.1759598zbMATH Open1444.62104OpenAlexW2727751329MaRDI QIDQ5114484FDOQ5114484
Yuanhua Feng, Thomas Gries, Marlon Fritz
Publication date: 24 June 2020
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: http://groups.uni-paderborn.de/wp-wiwi/RePEc/pdf/ciepap/WP102.pdf
spectral densitybandwidth selectionsemiparametric modellingderivative estimationdependent errorsimplementation in R
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Inference from stochastic processes and spectral analysis (62M15)
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Cited In (1)
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