Regression Models with Time Series Errors

DOI10.1111/1467-9892.00147zbMath0956.62082OpenAlexW2089654362MaRDI QIDQ2703244

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Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00147

zbMATH Keywords

semiparametric regressionpolynomial splinesARMA modelsautocorrelationadditive regressionautoregressive model fitting

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Spline approximation (41A15)

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