Functional coefficient moving average model with applications to forecasting Chinese CPI

DOI10.5705/SS.2014.196TMaRDI QIDQ2828622zbMATHOpenAlexFDO

Authors Lihua Lei, Yundong Tu, Song Xi Chen

Publication date 26 October 2016

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.2014.196t

zbMATH Keywords

forecastingconsumer price indexfunctional coefficient modelmoving average model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(6)

• Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
• scientific article; zbMATH DE number 6501239 (Why is no real title available?)
• Long-range dependent curve time series
• A comparison of Hurst exponent estimators in long-range dependent curve time series
• The FAR model of Chinese consumer price index
• Nonparametric regression for locally stationary functional time series

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