An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method

DOI10.1080/02664763.2012.740626MaRDI QIDQ5128905

Yuanhua Feng

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://groups.uni-paderborn.de/wp-wiwi/RePEc/pdf/ciepap/WP33.pdf

zbMATH Keywords

bandwidth selection; local regression; time series decomposition; iterative plug-in; Berlin method

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

65Y15: Packaged methods for numerical algorithms

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Cites Work

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