On nonparametric regression for bivariate circular long-memory time series
DOI10.1007/S00362-021-01228-1zbMATH Open1485.62112OpenAlexW3136685442MaRDI QIDQ2122802FDOQ2122802
Authors: Jan Beran, Britta Steffens, Sucharita Ghosh
Publication date: 7 April 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-021-01228-1
Recommendations
- Local linear regression estimation for time series with long-range dependence
- Nonparametric multiple regression estimation for circular response
- Nonparametric regression with nearly integrated regressors under long-run dependence
- On local trigonometric regression under dependence
- A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector
confidence intervallong-range dependenceGaussian subordinationcircular circular kernel regressioncircular time series
Nonparametric regression and quantile regression (62G08) Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
Cites Work
- Title not available (Why is that?)
- Kernel estimators of density function of directional data
- Kernel density estimation with spherical data
- Title not available (Why is that?)
- Automatic bandwidth selection for circular density estimation
- Bivariate models for dependence of angular observations and a related Markov process
- Title not available (Why is that?)
- Title not available (Why is that?)
- The analysis of directional time series: Applications to wind speed and direction. (Based on the author's thesis, Univ. of Western Australia in Perth)
- Topics in circular statistics. With 1 IBM-PC floppy disk (3. 5 inch, HD)
- Statistical Analysis of Circular Data
- A Markov Process for Circular Data
- Gaussian semiparametric estimation of long range dependence
- Large sample inference for long memory processes
- A circular-circular regression model
- Title not available (Why is that?)
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Some Angular-Linear Distributions and Related Regression Models
- Convergence of integrated processes of arbitrary Hermite rank
- On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
- Modeling space and space-time directional data using projected Gaussian processes
- Long-memory processes. Probabilistic properties and statistical methods
- Non-central limit theorems for non-linear functional of Gaussian fields
- Generating schemes for long memory processes: regimes, aggregation and linearity
- Title not available (Why is that?)
- Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
- Modified Bessel functions and their applications in probability and statistics
- Title not available (Why is that?)
- A three-parameter generalized von Mises distribution
- On local slope estimation in partial linear models under Gaussian subordination
- Modern directional statistics
- Title not available (Why is that?)
- Higher order kernel density estimation on the circle
- A Bayesian procedure for bandwidth selection in circular kernel density estimation
- Theoretical properties of bandwidth selectors for kernel density estimation on the circle
- Estimating the mean direction of strongly dependent circular time series
- Non-parametric smoothing and prediction for nonlinear circular time series
Cited In (4)
- Estimating the mean direction of strongly dependent circular time series
- Bias correction for kernel density estimation with spherical data
- A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector
- A nonparametric circular-linear multivariate regression model with its application to wind energy
Uses Software
This page was built for publication: On nonparametric regression for bivariate circular long-memory time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2122802)