Pages that link to "Item:Q3632598"

The following pages link to A Note on Penalized Spline Smoothing With Correlated Errors (Q3632598):

Displaying 37 items.

• Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
• Smooth expectiles for panel data using penalized splines (Q517410) (← links)
• Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
• Threshold selection in univariate extreme value analysis (Q826008) (← links)
• Estimating the term structure of interest rates using penalized splines (Q849872) (← links)
• Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
• Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band (Q990887) (← links)
• Additive two-way hazards model with varying coefficients (Q1010543) (← links)
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
• Fast symmetric additive covariance smoothing (Q1662117) (← links)
• Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
• Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness (Q1742847) (← links)
• A note on smoothing parameter selection for penalized spline smoothing (Q1888828) (← links)
• Semiparametric regression during 2003--2007 (Q1952023) (← links)
• The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084) (← links)
• Longitudinal functional principal component analysis (Q1952091) (← links)
• On the asymptotics of penalized spline smoothing (Q1952168) (← links)
• Economic convergence: policy implications from a heterogeneous agent model (Q1994573) (← links)
• Penalized spline estimation for panel count data model with time-varying coefficients (Q2135910) (← links)
• Semiparametric modeling of time-varying activation and connectivity in task-based fMRI data (Q2189618) (← links)
• A penalized spline estimator for fixed effects panel data models (Q2316728) (← links)
• A penalized likelihood method for nonseparable space-time generalized additive models (Q2316739) (← links)
• Penalized function-on-function regression (Q2354747) (← links)
• Large-sample estimation and inference in multivariate single-index models (Q2418527) (← links)
• Optimum smoothing parameter selection for penalized least squares in form of linear mixed effect models (Q2903134) (← links)
• (Q2971563) (← links)
• APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) (← links)
• L- and V-curves for optimal smoothing (Q4971406) (← links)
• A general framework for prediction in penalized regression (Q5006011) (← links)
• On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480) (← links)
• Nonparametric trend estimation in functional time series with application to annual mortality rates (Q6076497) (← links)
• Multidimensional Adaptive P-Splines with Application to Neurons' Activity Studies (Q6079681) (← links)
• Nowcasting fatal COVID‐19 infections on a regional level in Germany (Q6091713) (← links)
• On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
• Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices (Q6620938) (← links)
• Modelling the spatiotemporal distribution of the incidence of resident foreign population (Q6646558) (← links)
• Anomaly detection and correction in dense functional data within electronic medical records (Q6656344) (← links)