Non‐parametric smoothing and prediction for nonlinear circular time series

DOI10.1111/j.1467-9892.2012.00794.xzbMath1281.62194WikidataQ59902397 ScholiaQ59902397MaRDI QIDQ5397938

Agnese Panzera, Charles C. Taylor, MacRo di Marzio

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/74708/6/TaylorCsubmitted.pdf

zbMATH Keywords

long-range dependence; short-range dependence; kernel weights; linear weights; angular risk

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

Related Items

Non‐parametric Regression for Circular Responses, Estimating the Mean Direction of Strongly Dependent Circular Time Series, Kernel regression for errors-in-variables problems in the circular domain, On nonparametric regression for bivariate circular long-memory time series, Nonparametric dynamic state space modeling of observed circular time series with circular latent states: a Bayesian perspective, Bayesian nonparametric dynamic state space modeling with circular latent states, Recent advances in directional statistics, Smooth estimation of circular cumulative distribution functions and quantiles

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