Nonparametric estimation of a smooth trend in the presence of a periodic sequence

DOI10.1016/j.jspi.2023.01.002zbMath1512.62047OpenAlexW4313680818MaRDI QIDQ6101699

Unnamed Author, Danilo H. Matsuoka

Publication date: 20 June 2023

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2023.01.002

zbMATH Keywords

asymptoticslocal linear estimatornonparametric regressionperiod estimationplug-in bandwidth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Using circulant symmetry to model featureless objects
• Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
• Nonparametric estimation of a periodic sequence in the presence of a smooth trend
• UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
• Introduction to nonparametric estimation
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