Seasonality analysis of time series in partial linear models

DOI10.1080/10485250903108391zbMath1172.62028OpenAlexW2087588013MaRDI QIDQ3182736

Qin Shao

Publication date: 16 October 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903108391

zbMATH Keywords

mean integrated squared errorpartial linear modellocal linear estimationseasonal componenttime-series cross-validation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Local polynomial estimation in partial linear regression models under dependence
• Differencing as an approximate de-trending device
• Time series: theory and methods.
• Nonparametric regression with correlated errors.
• Semiparametric approaches to signal extraction problems in economic time series
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Asymptotic theory for partly linear models

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