On smoothing estimation for seasonal time series with long cycles

DOI10.4310/SII.2013.V6.N4.A3zbMATH Open1326.62185MaRDI QIDQ896581FDOQ896581

Authors: Zheng Xu, Song Xi Chen 

Publication date: 10 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

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zbMATH Keywords

kernel estimatorM-dependentseasonal-dummy approach

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Non-Markovian processes: estimation (62M09) Economic time series analysis (91B84)

Cited In (2)

• An alternative circular smoothing method to nonparametric estimation of periodic functions
• A new kernel for long-run variance estimates in seasonal time series models

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