Seasonality analysis of time series in partial linear models

DOI10.1080/10485250903108391zbMATH Open1172.62028OpenAlexW2087588013MaRDI QIDQ3182736FDOQ3182736

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)

Cites Work

• Title not available (Why is that?)
• Time series: theory and methods.
• 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
• Local polynomial estimation in partial linear regression models under dependence
• Asymptotic theory for partly linear models
• Differencing as an approximate de-trending device

Cited In (5)

• Trend-seasonal decomposition of time series as whittaker-henderson graduation
• Flexible Seasonal Time Series Models
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior
• Title not available (Why is that?)
• Title not available (Why is that?)

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