Nonparametric Trend Estimation for Periodic Autoregressive Time Series

DOI10.1080/03610920802562731zbMath1170.62361OpenAlexW1982561740MaRDI QIDQ3396347

Qin Shao

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802562731

zbMATH Keywords

kernel functionbandwidth selectionmean integrated squared errorlocal linear estimationperiodically stationary time seriesperiodic autoregressive modelstime series cross-validationtime series trend

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Cites Work

• Nonlinear time series. Nonparametric and parametric methods
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
• A seasonal analysis of riverflow trends

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