On Local Trigonometric Regression Under Dependence

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Publication:4577085

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DOI10.1111/JTSA.12287zbMath1416.62471OpenAlexW2792157853WikidataQ130189628 ScholiaQ130189628MaRDI QIDQ4577085

Britta Steffens, Jan Beran, Sucharita Ghosh

Publication date: 11 July 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12287

zbMATH Keywords

long-range dependence time series decomposition local trigonometric regression seasonal smoothing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (2)

Asymptotics of estimators for nonparametric multivariate regression models with long memory ⋮ Testing for the expected number of exceedances in strongly dependent seasonal time series

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