Trend estimation of multivariate time series with controlled smoothness
DOI10.1080/03610926.2015.1133826zbMATH Open1391.62170OpenAlexW2464530609MaRDI QIDQ5349196FDOQ5349196
Authors: Victor M. Guerrero, Alejandro Islas-Camargo, L. Leticia Ramirez-Ramirez 
Publication date: 23 August 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1133826
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
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- Smoothing a time series by segments of the data range
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression
- Trend estimation of financial time series
- Superefficient estimation of multivariate trend.
- Time series smoothing by penalized least squares
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