Nonparametric trend estimation for periodic autoregressive time series

来源 :IMS-China International Conference on Statistics and Probabi | 被引量 : 0次 | 上传用户：realmummy

【摘要】

：

　　A periodically stationary time series has seasonal variances.A local linear trend estimation is proposed to accommodate unequal variances.A comparison of th

【作者】

：

Qin Shao

【机构】

：

TheUniversityofToledo

【出处】

：

IMS-China International Conference on Statistics and Probabi

【发表日期】

：

2008年6期

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　　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 and the estimator commonly used for a stationary time series is provided.The optimal bandwidth selection for this new treud estimator is discussed.

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Nonparametric trend estimation for periodic autoregressive time series

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