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Archivio istituzionale della ricerca - Alma Mater Studiorum Università di Bologna
Conference object . 2007
Data sources: Archivio istituzionale della ricerca - Alma Mater Studiorum Università di Bologna
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Archivio istituzionale della ricerca - Alma Mater Studiorum Università di Bologna
Conference object . 2007
Data sources: Archivio istituzionale della ricerca - Alma Mater Studiorum Università di Bologna
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Local polynomial regression in real time

descriptionPublicationkeyboard_double_arrow_right Conference object 01 Jan 2007 Italy English Publisher:Cleup
Authors: T. Proietti; LUATI, ALESSANDRA;

handle: 11585/54647 , 11585/54824

Local polynomial regression in real time

Abstract

The paper concerns real time estimation of the underlying trend of a time series by means of filters that arise from fitting a local polynomial of a given degree with a constant bandwidth. The direct asymmetric filters that arise by fitting a local polynomial at the boundaries are analysed and a new class of real time filters is developed.

Country
Italy
Related Organizations
Keywords

TREND ESTIMATION; ASYMMETRIC FILTERS; MUSGRAVE FILTERS; HENDERSON FILTERS, HENDERSON FILTERS; TREND ESTIMATION; FIXED BANDWIDTH; MUSGRAVE ASYMMETRIC FILTERS

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Powered by OpenAIRE graph
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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