Smoothing for discrete-valued time series
Year of publication: |
2001
|
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Authors: | Cai, Zongwu ; Yao, Qiwei ; Zhang, Wenyang |
Institutions: | London School of Economics (LSE) |
Subject: | 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 |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, 63(2), pp. 357-375. ISSN: 1369-7412 |
Classification: | C1 - Econometric and Statistical Methods: General |
Source: |
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