Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484)
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scientific article; zbMATH DE number 7214282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven local polynomial for the trend and its derivatives in economic time series |
scientific article; zbMATH DE number 7214282 |
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Data-driven local polynomial for the trend and its derivatives in economic time series (English)
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24 June 2020
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bandwidth selection
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dependent errors
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derivative estimation
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spectral density
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semiparametric modelling
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implementation in R
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