Varying-coefficient model and applications for the periodic time series
From MaRDI portal
Publication:6585933
Recommendations
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
- Functional coefficient regression models with time trend
- Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
- Estimation of varying coefficient models with time trend and integrated regressors
- Adaptive Varying-Coefficient Linear Models
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A fully flexible changepoint test for regression models with stationary errors
- A practical guide to splines.
- Additive coefficient modeling via polynomial spline
- Additive regression and other nonparametric models
- Bayesian model search for nonstationary periodic time series
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Estimating nonlinear additive models with nonstationarities and correlated errors
- Nonparametric Methods for Deconvolving Multiperiodic Functions
- Nonparametric estimation of a periodic sequence in the presence of a smooth trend
- On frequency estimation
- On the estimation of a harmonic component in a time series with stationary independent residuals
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Statistical Inference for Evolving Periodic Functions
- Testing for periodicity in functional time series
- The estimation of frequency
- Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition
- Using circulant symmetry to model featureless objects
- Using the periodogram to estimate period in nonparametric regression
This page was built for publication: Varying-coefficient model and applications for the periodic time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6585933)