A simulation study on estimating time series ARIMA models by splines

zbMATH Open1326.62182MaRDI QIDQ5263383FDOQ5263383

Authors: Roshanak Alimohammadi 

Publication date: 16 July 2015

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zbMATH Keywords

nonparametric regressionsimulationtime seriesARIMA modelssmoothing spline

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (1)

• LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES

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