Nonparametric Trend Estimation for Periodic Autoregressive Time Series

DOI10.1080/03610920802562731zbMATH Open1170.62361OpenAlexW1982561740MaRDI QIDQ3396347FDOQ3396347

Authors: Q. Shao 

Publication date: 18 September 2009

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802562731

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zbMATH Keywords

bandwidth selectionlocal linear estimationkernel functionmean integrated squared errorperiodically stationary time seriesperiodic autoregressive modelstime series cross-validationtime series trend

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Nonlinear time series. Nonparametric and parametric methods
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• A seasonal analysis of riverflow trends

Cited In (10)

• Efficient inference for parameters of unobservable periodic autoregressive time series
• The average periodogram for nonstationary vector time series
• Nonparametric trend estimation in replicated time series
• Estimation of scale transformation for approximate periodic time series with long-term trend
• Title not available (Why is that?)
• Estimating weak periodic vector autoregressive time series
• Efficient estimation for periodic autoregressive coefficients via residuals
• Title not available (Why is that?)
• Nonparametric estimation of a smooth trend in the presence of a periodic sequence
• Nonparametric estimation of a periodic sequence in the presence of a smooth trend

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