Nonparametric Trend Estimation for Periodic Autoregressive Time Series

Article (Web of Science)

• cited authors: Shao, Q.
• authors: Shao, Qin
• publication date: January 1, 2009
• webpage: Web of Science
• published in: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Journal

author keyword

• Bandwidth selection
• Kernel function
• Local linear estimation
• Mean integrated squared error
• Periodic autoregressive models
• Periodically stationary time series
• Time series cross-validation
• Time series trend

• category: STATISTICS & PROBABILITY Category
• start page: 2418
• end page: 2427
• volume: 38
• issue: 14