Semiparametric approaches to signal extraction problems in economic time series
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Publication:1575220
DOI10.1016/S0167-9473(99)00062-6zbMath0990.62034OpenAlexW2023219798MaRDI QIDQ1575220
Juan M. Rodríguez-Póo, Eva Ferreira, Vicente Núñez-Antón
Publication date: 21 August 2000
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(99)00062-6
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (2)
Seasonality analysis of time series in partial linear models ⋮ Nonparametric estimation of time varying parameters under shape restrictions
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- SOME THEORY ON M-SMOOTHING OF TIME SERIES
- SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
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