Censored Nonparametric Time-Series Analysis with Autoregressive Error Models - Aydin, Dursun; Yilmaz, Ersin (Computational economics, 2021)
Keywords: Algorithms; Autoregressive models; Behavioral/Experimental Economics; Bias; Computer Appl. in Social and Behavioral Sciences; Datasets; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Economics and Finance; Error analysis; Imputing; Math Applications in Computer Science; Methods; Monte Carlo simulation; Nonparametric statistics; Normal distribution; Operations Research/Decision Theory; Parameter estimation; Random variables; Smoothing; Statistical analysis; Time series; Unemployment; Values; Auto-correlated data; Penalized spline; Imputation method; Censored time series; Smoothing spline