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

DOI10.1016/J.JSPI.2023.01.002MaRDI QIDQ6101699zbMATH OpenOpenAlexFDO

Authors 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

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

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Cited in

(7)

• Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
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• Nonparametric Trend Estimation for Periodic Autoregressive Time Series
• Using circulant symmetry to model featureless objects
• Nonparametric estimation of a periodic sequence in the presence of a smooth trend
• Nonparametric trend estimation in replicated time series

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