A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
Year of publication: |
2013
|
---|---|
Authors: | Dagum, Estela Bee ; Bianconcini, Silvia |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 32.2013, 7, p. 848-867
|
Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Prognoseverfahren | Forecasting model | Kleinste-Quadrate-Methode | Least squares method |
-
Nonparametric time series forecasting with dynamic updating
Shang, Han Lin, (2009)
-
Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng, (2005)
-
Model instability and choice of observation window
Pesaran, M. Hashem, (1999)
- More ...
-
The Henderson Smoother in Reproducing Kernel Hilbert Space
Dagum, Estela Bee, (2008)
-
A Review of Some Modern Approaches to the Problem of Trend Extraction
Alexandrov, Theodore, (2012)
-
A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces
Dagum, Estela Bee, (2013)
- More ...