On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series

DOI10.1080/10485252.2013.826357zbMath1416.62640OpenAlexW2059950906WikidataQ58815236 ScholiaQ58815236MaRDI QIDQ2863050

Patricia Menéndez, Hans R. Künsch, Willy Tinner, Sucharita Ghosh

Publication date: 21 November 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2013.826357

zbMATH Keywords

nonparametric regressioncontinuous timepalaeoecologypalaeoclimatelatent Gaussian process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12)

Related Items (8)

A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates ⋮ Estimating the Mean Direction of Strongly Dependent Circular Time Series ⋮ On estimating the marginal distribution of a detrended series with long memory ⋮ On local slope estimation in partial linear models under Gaussian subordination ⋮ On estimation of mean and covariance functions in repeated time series with long-memory errors ⋮ Hermite expansion and estimation of monotonic transformations of Gaussian data ⋮ Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models ⋮ Surface estimation under local stationarity

Uses Software

• longmemo

Cites Work

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