Author： Shao Q.
Publisher： Taylor & Francis Ltd
ISSN： 0361-0926
Source： Communications in Statistics: Theory and Methods, Vol.38, Iss.14, 2009-01, pp. : 2418-2427
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
A periodically stationary time series has seasonal variances. A local linear trend estimation is proposed to accommodate unequal variances. A comparison of this proposed estimator with the estimator commonly used for a stationary time series is provided. The optimal bandwidth selection for this new trend estimator is discussed.
Related content
Access to resources
Recommend
Nonparametric sequential prediction of time series
By Biau Gerard
Journal of Nonparametric Statistics, Vol. 22, Iss. 3, 2010-04 ,pp. :