An iterated cochrane-orcutt procedure for nonparametric regression

DOI10.1080/00949659208811368zbMath0775.62085OpenAlexW2035498541MaRDI QIDQ3135466

Naomi S. Altman

Publication date: 7 October 1993

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/31598

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Analysis of Infant Growth Curves Using Multivariate Adaptive Splines ⋮ Constrained spline regression in the presence of AR(p) errors ⋮ Estimating error correlation in nonparametric regression

Uses Software

• IMSL Numerical Libraries

Cites Work

• Unnamed Item
• Spline smoothing: The equivalent variable kernel method
• Bandwidth selection for kernel estimate with correlated noise
• Statistical predictor identification
• ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• A new look at the statistical model identification

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