A simulation study on estimating time series ARIMA models by splines

MaRDI QIDQ5263383zbMATH OpenFDO

Authors Roshanak Alimohammadi

Publication date 16 July 2015

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)

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(2)

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