Modelling time trend via spline confidence band
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 64 (2012)
Issue (Month): 2 (April)
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Web page: http://www.springerlink.com/link.asp?id=102845
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"Bootstrap Inference in Semiparametric Generalized Additive Models,"
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- Jan Beran & Yuanhua Feng, 2002. "Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(2), pages 291-311, June.
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"Simultaneously Modeling Conditional Heteroskedasticity And Scale Change,"
Cambridge University Press, vol. 20(03), pages 563-596, June.
- Yuanhua Feng, 2002. "Simultaneously Modelling Conditional Heteroskedasticity and Scale Change," CoFE Discussion Paper 02-12, Center of Finance and Econometrics, University of Konstanz.
- Jianhua Z. Huang & Lijian Yang, 2004. "Identification of non-linear additive autoregressive models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 463-477.
- Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September.
- Efstathios Paparoditis & Dimitris Politis, 2000. "The Local Bootstrap for Kernel Estimators under General Dependence Conditions," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(1), pages 139-159, March.
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