Data-driven decomposition of seasonal time series

DOI10.1016/S0378-3758(00)00187-7zbMath0965.62072WikidataQ128081751 ScholiaQ128081751MaRDI QIDQ5928940

Siegfried Heiler, Yuanhua Feng

Publication date: 31 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitydata-driven proceduresdecomposition of seasonal time serieslocally weighted regression

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Kernel smoothed prediction intervals for ARMA models ⋮ An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method ⋮ A nonparametric regression cross spectrum for multivariate time series ⋮ Modifying the double smoothing bandwidth selector in nonparametric regression

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