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Nonparametric estimation of time varying parameters under shape restrictions - MaRDI portal

Nonparametric estimation of time varying parameters under shape restrictions (Q262746)

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scientific article; zbMATH DE number 6561161
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English
Nonparametric estimation of time varying parameters under shape restrictions
scientific article; zbMATH DE number 6561161

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    Nonparametric estimation of time varying parameters under shape restrictions (English)
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    30 March 2016
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    nonparametric regression
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    kernel estimators
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    time varying coefficients
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    seasonality
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    local stationarity
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