Inference of Trends in Time Series
From MaRDI portal
Recommendations
- Forecasting Trends in Time Series
- Consideration of trends in time series
- scientific article; zbMATH DE number 7660137
- Inference for time series and stochastic processes
- scientific article; zbMATH DE number 269310
- Publication:4860361
- Time series. Modeling, computation, and inference
- Statistical inference across time scales
Cited in
(62)- Dynamic Semiparametric Factor Model With Structural Breaks
- Testing for trends in high-dimensional time series
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Simultaneous inference of the partially linear model with a multivariate unknown function
- Simultaneous inference of a partially linear model in time series
- Detecting long-range dependence for time-varying linear models
- Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series
- Simultaneous nonparametric regression analysis of sparse longitudinal data
- Testing for change points in partially linear models
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- Polynomial spline confidence bands for time series trend
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
- A smooth simultaneous confidence band for correlation curve
- Nonparametric quantile regression for time series with replicated observations and its application to climate data
- Detecting changes in the trend function of heteroscedastic time series
- Spectral Inference under Complex Temporal Dynamics
- Oracally efficient estimation for dense functional data with holiday effects
- A non‐parametric test for multi‐variate trend functions
- Inference of the trend in a partially linear model with locally stationary regressors
- Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
- Nonparametric inference of discretely sampled stable Lévy processes
- Change-point analysis of time series with evolutionary spectra
- A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
- Multiple change point detection for high-dimensional data
- Statistical monitoring of a web server for error rates: a bivariate time-series copula-based modeling approach
- Change-point inference on volatility in noisy Itô semimartingales
- Fast and optimal inference for change points in piecewise polynomials via differencing
- Optimal difference-based variance estimators in time series: a general framework
- Positive-Definite Converging Kernel Estimation of Long-Run Variance
- Semi-parametric inference for large-scale data with temporally dependent noise
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- Nonparametric trend estimation in functional time series with application to annual mortality rates
- Detecting change structures of nonparametric regressions
- Multiple change-point models for time series
- Asymptotics for the nonparametric estimation of the mean function of a random process
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
- Autoregressive wild bootstrap inference for nonparametric trends
- Multiscale detection of practically significant changes in a gradually varying time series
- Inference for meta-analysis with a suspected temporal trend
- Nonparametric testing for the specification of spatial trend functions
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
- A novel approach to predictive accuracy testing in nested environments
- Consistent selection of the number of change-points via sample-splitting
- Inference of Breakpoints in High-dimensional Time Series
- Simultaneous confidence bands for functional regression models
- Semiparametric model building for regression models with time-varying parameters
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction
- Inference for Structural Breaks in Spatial Models
- An asymptotic test for constancy of the variance under short-range dependence
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Autoregressive approximations to nonstationary time series with inference and applications
- Optimal Gaussian approximation for multiple time series
- Comparing time varying regression quantiles under shift invariance
- Measuring timeliness of annual reports filing by jump additive models
- An extreme-value test for structural breaks in spatial trends
- Time Trend Estimation for a Geographic Region
- Mean stationarity test in time series: a signal variance-based approach
- ^2 inference for change points in high-dimensional time series via a two-way MOSUM
- Detecting Multiple Change Points: The PULSE Criterion
This page was built for publication: Inference of Trends in Time Series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5087446)
