๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Locally adaptive fitting of semiparametric models to nonstationary time series

โœ Scribed by Rainer Dahlhaus; Michael H. Neumann


Book ID
108432840
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
235 KB
Volume
91
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Application of a local linear autoregres
โœ Zongwu Cai; Ram C. Tiwari ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 105 KB ๐Ÿ‘ 2 views

In this paper\ we analyze the biochemical oxygen demand data collected over two years from McDowell Creek\ Charlotte\ North Carolina\ U[S[A[\ by \_tting an autoregressive model with time!dependent coe.cients[ The local linear smoothing technique is developed and implemented to estimate the coe.cient