scientific article; zbMATH DE number 1208135

zbMath0908.90064MaRDI QIDQ4212970

Jozsef Abaffy, Jitka Dupačová, Marida Bertocchi, Marie Hušková

Publication date: 15 December 1998

Full work available at URL: https://eudml.org/doc/27275

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

cubic splinesnonparametric estimatorsparametric and nonparametric regression models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items

A nonparametric model for analysis of the EURO bond market, From data to model and back to data: A bond portfolio management problem, Special issue: topics in stochastic programming

Uses Software

• nlmdl

Cites Work

• Testing goodness-of-fit in regression via order selection criteria
• An algorithm for smoothing, differentiation and integration of experimental data using spline functions
• Comparing nonparametric versus parametric regression fits
• Growth curves: A two-stage nonparametric approach
• Smoothing methods in statistics
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Approximation Theorems of Mathematical Statistics
• Local Polynomial Variance-Function Estimation
• Graphical Comparison of Nonparametric Curves
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