Nonparametric estimation of a periodic sequence in the presence of a smooth trend
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- Michael Vogt & Oliver Linton, 2014. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," Biometrika, Biometrika Trust, vol. 101(1), pages 121-140.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate Variance Ratio Statistics," Cambridge Working Papers in Economics 1459, Faculty of Economics, University of Cambridge.
- Peter Malec, 2016. "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics 1633, Faculty of Economics, University of Cambridge.
- Michael Vogt & Oliver Linton, 2015. "Classification of nonparametric regression functions in heterogeneous panels," CeMMAP working papers CWP06/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
More about this item
KeywordsNonparametric estimation; penalized least squares; periodic sequence; temperature anomaly data.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-30 (All new papers)
- NEP-ECM-2012-09-30 (Econometrics)
- NEP-ETS-2012-09-30 (Econometric Time Series)
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