Nonparametric Trend Estimation for Periodic Autoregressive Time Series

DOI10.1080/03610920802562731MaRDI QIDQ3396347zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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
• scientific article; zbMATH DE number 7594588 (Why is no real title available?)
• Estimating weak periodic vector autoregressive time series
• Efficient estimation for periodic autoregressive coefficients via residuals
• scientific article; zbMATH DE number 5904507 (Why is no real title available?)
• 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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