Nonparametric trend estimation in replicated time series

DOI10.1016/S0378-3758(00)00222-6MaRDI QIDQ5945258zbMATH OpenOpenAlexWikidataFDO

Authors Sucharita Ghosh

Publication date 3 July 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(00)00222-6

zbMATH Keywords

kernel estimationlong-range dependencerepeated measuressmoothingtime series

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Bandwidth selection for kernel estimate with correlated noise
• Choice of bandwidth for kernel regression when residuals are correlated
• Fractional differencing
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• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Nonparametric regression under long-range dependent normal errors
• Nonparametric regression with long-range dependence
• SEMIFAR forecasts, with applications to foreign exchange rates.
• Spectral Analysis of Replicated Biomedical Time Series

Cited in

(17)

• Nonparametric estimation of a trend based upon sampled continuous processes
• Nonparametric M-estimation with long-memory errors
• On estimation of mean and covariance functions in repeated time series with long-memory errors
• From short to long memory: aggregation and estimation
• Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
• On two sample inference for eigenspaces in functional data analysis with dependent errors
• Computation of spatial Gini coefficients
• On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
• scientific article; zbMATH DE number 5904507 (Why is no real title available?)
• INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS
• On estimating the marginal distribution of a detrended series with long memory
• On local slope estimation in partial linear models under Gaussian subordination
• Testing for the expected number of exceedances in strongly dependent seasonal time series
• A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
• Surface estimation under local stationarity
• Functional autoregressive process with seasonality
• Hierarchical wavelet modelling of environmental sensor data

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