Smoothing a time series by segments of the data range

DOI10.1080/03610926.2014.901372MaRDI QIDQ2797837zbMATH OpenOpenAlexFDO

Authors Victor M. Guerrero, Eliud Silva

Publication date 1 April 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.901372

zbMATH Keywords

comparabilitygeneralized least squaresgraduationHodrick-Prescott filtersmoothing parameter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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Cites work

• A note on smoothing parameter selection for penalized spline smoothing
• A simple heteroscedasticity removing filter
• Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
• Degrees-of-freedom tests for smoothing splines
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Flexible smoothing with P-splines: a unified approach
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• Modeling and forecasting U.S. mortality. (With discussion)
• Nonparametric smoothing using state space techniques
• Semiparametric Regression
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Smoothness priors analysis of time series
• Statistical methods for trend detection and analysis in the environmental sciences.
• Time series smoothing by penalized least squares

Cited in

(2)

• Trend estimation of multivariate time series with controlled smoothness
• CSmoothing: a web-tool for controlled smoothing by segments of mortality data

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