Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness

Víctor M. Guerrero, Daniela Cortés-Toto, Hortensia J. Reyes. Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness. Statistical Methods and Applications, 27(1):109-130, 2018. [doi]

Abstract

Abstract is missing.