Seasonality analysis of time series in partial linear models

DOI10.1080/10485250903108391MaRDI QIDQ3182736zbMATHOpenAlexFDO

Authors Q. Shao

Publication date 16 October 2009

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

Full work available at URL https://doi.org/10.1080/10485250903108391

zbMATH Keywords

partial linear modellocal linear estimationseasonal componentmean integrated squared errortime-series cross-validation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• Asymptotic theory for partly linear models
• Differencing as an approximate de-trending device
• Local polynomial estimation in partial linear regression models under dependence
• Nonparametric regression with correlated errors.
• Semiparametric approaches to signal extraction problems in economic time series
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Time series: theory and methods.

Cited in

(10)

• scientific article; zbMATH DE number 4185355 (Why is no real title available?)
• Flexible Seasonal Time Series Models
• Semiparametric analysis for environmental time series
• Functional coefficient seasonal time series models with an application of Hawaii tourism data
• Semiparametric Modeling of Seasonal Time Series
• Trend-seasonal decomposition of time series as whittaker-henderson graduation
• scientific article; zbMATH DE number 5178417 (Why is no real title available?)
• scientific article; zbMATH DE number 3885169 (Why is no real title available?)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior
• A short note on quantifying and visualizing yearly variation in online monitored temperature data

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