Smoothing for Discrete-Valued Time Series

DOI10.1111/1467-9868.00290zbMath0972.62072OpenAlexW2170215073MaRDI QIDQ2729115

Qiwei Yao, Wenyang Zhang, Zong-Wu Cai

Publication date: 23 September 2001

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/6095/1/Smoothing_for_discrete-valued_time_series%28LSERO%29.pdf

zbMATH Keywords

bandwidth selectionlocal linear smootherlocal partial likelihooddiscrete-valued time seriesadjusted Nadaraya-Watson estimatorlocal Akaike information criterionsmoothed maximum likelihood estimationsparse asymptotics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Rejoinder on: Some recent theory for autoregressive count time series ⋮ Nonparametric estimation equations for time series data. ⋮ Estimation of dynamic models with nonparametric simulated maximum likelihood ⋮ Local quasi-likelihood approach to varying-coefficient discrete-valued time series models

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