Time-varying additive model with autoregressive errors for locally stationary time series
From MaRDI portal
Publication:6107555
DOI10.1080/03610926.2021.1980803OpenAlexW3202896867MaRDI QIDQ6107555
No author found.
Publication date: 3 July 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1980803
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- Parametric component detection and variable selection in varying-coefficient partially linear models
- Spline-backfitted kernel smoothing of partially linear additive model
- Nonparametric regression for locally stationary time series
- Nonparametric curve estimation with time series errors
- Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
- Additive regression and other nonparametric models
- Time series: theory and methods.
- A practical guide to splines
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Two-step estimation of time-varying additive model for locally stationary time series
- Efficient inference for autoregressive coefficients in the presence of trends
- Statistical inference of locally stationary functional coefficient models
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- Introduction to Time Series and Forecasting
- Semiparametric Estimation by Model Selection for Locally Stationary Processes
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Some remarks on regression with autoregressive errors and their residual processes
- Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes
- Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors