Tests of polynomial speci cation in semiparametric regression

Spline smoothing is a popular method of nonparametric curve …tting. It is known that, after a reordering of the data, the spline can be obtained from the smoothed estimates of a state space representation of a time series model for irregularly spaced observations. The key parameter is the signalto-noise ratio. When this is zero the underlying model is a… CONTINUE READING