An alternative circular smoothing method to nonparametric estimation of periodic functions
From MaRDI portal
Publication:5138114
DOI10.1080/02664763.2015.1117590OpenAlexW2345195434MaRDI QIDQ5138114
Publication date: 3 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2015.1117590
nonparametric estimationalternative circular smoothingboundary issuelinear/circular-linear/circular association and regressionperiodicfunction
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Applications of statistics (62P99) Nonparametric inference (62G99)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Kernel density estimation with spherical data
- The Pricing of Options and Corporate Liabilities
- Statistical methods with varying coefficient models
- On smoothing estimation for seasonal time series with long cycles
- Nonparametric option pricing under shape restrictions
- Statistical estimation in varying coefficient models
- Nonparametric and semiparametric models.
- Smoothing methods in statistics
- The implications of periodically varying coefficients for seasonal time- series processes
- On implied volatility for options -- some reasons to smile and more to correct
- Topics in Circular Statistics
- Statistical Analysis of Circular Data
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
- Circular Distributions Based on Nonnegative Trigonometric Sums
- ELECTRICITY PRICES: A NONPARAMETRIC APPROACH
- Using circulant symmetry to model featureless objects
- Nonparametric Methods for Deconvolving Multiperiodic Functions
- Statistical Inference for Evolving Periodic Functions
- Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices
- Models for Circular-Linear and Circular-Circular Data Constructed from Circular Distributions Based on Nonnegative Trigonometric Sums
- The elements of statistical learning. Data mining, inference, and prediction
This page was built for publication: An alternative circular smoothing method to nonparametric estimation of periodic functions