On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
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Publication:2863050
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) 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)
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Cites work
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
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- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
- An algorithm for optimal bandwidth selection for smooth nonparametric quantile estimation
- Bandwidth selection for kernel regression with long-range dependent errors
- Convergence of integrated processes of arbitrary Hermite rank
- Estimation of the dependence parameter in linear regression with long-range-dependent errors
- Frequency estimation based on the cumulated Lomb-Scargle periodogram
- Log-periodogram regression of time series with long range dependence
- Nonparametric regression under long-range dependent normal errors
- Nonparametric regression with long-range dependence
- Nonparametric trend estimation in replicated time series
- On rapid change points under long memory
- Poisson sampling and spectral estimation of continuous-time processes
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Whittle estimator for finite-variance non-Gaussian time series with long memory
Cited in
(9)- On local slope estimation in partial linear models under Gaussian subordination
- On estimating the marginal distribution of a detrended series with long memory
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- 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
- Surface estimation under local stationarity
- When scattering transform meets non-Gaussian random processes, a double scaling limit result
- On estimation of mean and covariance functions in repeated time series with long-memory errors
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