On smoothing estimation for seasonal time series with long cycles

DOI10.4310/SII.2013.v6.n4.a3zbMath1326.62185MaRDI QIDQ896581

Zheng Xu, Song Xi Chen

Publication date: 10 December 2015

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

zbMATH Keywords

kernel estimatorM-dependentseasonal-dummy approach

Mathematics Subject Classification ID

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

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