Dependent error regression smoothing: A new method and PC program

DOI10.1016/0167-9473(94)90024-8zbMath0937.62622OpenAlexW2019848811MaRDI QIDQ1361522

Klaus G. Schmaranz, Michael G. Schimek

Publication date: 25 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)90024-8

zbMATH Keywords

time seriescross-validationserial correlationmemory managementC++autoregressiveresidualsvariance estimationmoving averagenon-parametric regressionhat matrixcubic smoothing splinesdependent errorsbandlimited matrix

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Related Items (1)

Estimation and inference in partially linear models with smoothing splines

Cites Work

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• ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS

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