Differencing as an approximate de-trending device

DOI10.1016/0304-4149(89)90091-4MaRDI QIDQ1117657zbMATH OpenOpenAlexFDO

Authors J. D. Hart

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90091-4

zbMATH Keywords

covariance estimationkernel regressiontime seriesFourier coefficientsperiodogramspectrumstrictly stationary processconsistent estimatorsTapering

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 192852 (Why is no real title available?)
• scientific article; zbMATH DE number 3558383 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• A functional limit theorem for tapered empirical spectral functions
• Residual variance and residual pattern in nonlinear regression
• SPECTRAL ANALYSIS WITH TAPERED DATA
• The maximum of the periodogram

Cited in

(4)

• Seasonality analysis of time series in partial linear models
• Detecting objects hidden in the subsoil by a mathematical method.
• Estimating fractional cointegration in the presence of polynomial trends
• Model combination in neural-based forecasting

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