Differencing as an approximate de-trending device

DOI10.1016/0304-4149(89)90091-4zbMath0667.62069OpenAlexW2066969184MaRDI QIDQ1117657

Jeffrey D. Hart

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90091-4

zbMATH Keywords

time seriesspectrumkernel regressionFourier coefficientsperiodogramcovariance estimationstrictly stationary processconsistent estimatorsTapering

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

Seasonality analysis of time series in partial linear models ⋮ Estimating fractional cointegration in the presence of polynomial trends ⋮ Detecting objects hidden in the subsoil by a mathematical method. ⋮ Model combination in neural-based forecasting

Cites Work

• The maximum of the periodogram
• A functional limit theorem for tapered empirical spectral functions
• SPECTRAL ANALYSIS WITH TAPERED DATA
• Residual variance and residual pattern in nonlinear regression
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Differencing as an approximate de-trending device