Smoothing for discrete-valued time series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 63, Issue 2, 2001, Pages 357-375

  Cai, Zongwu ^a   Yao, Qiwei ^b   Zhang, Wenyang ^c  

^a UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c NONE

Author keywords

Adjusted Nadaraya Watson estimator; Discrete valued time series; Local akaike information criterion; Local linear smoother; Local partial likelihood; Nonparametric estimation; Smoothed maximum likelihood estimation; Sparse asymptotics; mixing

Indexed keywords

EID: 0035532135     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00290     Document Type: Article

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