Smoothing for discrete-valued time series
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Abstract
Suggested Citation
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Other versions of this item:
- Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001. "Smoothing for discrete‐valued time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 357-375.
Citations
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Cited by:
- Kristensen, Dennis & Shin, Yongseok, 2012.
"Estimation of dynamic models with nonparametric simulated maximum likelihood,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
- Dennis Kristensen & Yongseok Shin, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-58, Department of Economics and Business Economics, Aarhus University.
- Cai, Zongwu, 2003. "Nonparametric estimation equations for time series data," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 379-390, May.
- Dag Tjøstheim, 2012. "Rejoinder on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 469-476, September.
More about this item
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.;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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