SEMIFAR models - A semiparametric approach to modelling trends, long-range dependence and nonstationarity

Computational Statistics and Data Analysis

Volumn 40, Issue 2, 2002, Pages 393-419

  Beran, Jan ^a   Feng, Yuanhua ^a  

^a UNIVERSITY OF KONSTANZ   (Germany)

Author keywords

Anti persistence; Bandwidth selection; BIC; Differencing; Kernel estimation; Long range dependence; Semi parametric models; Trend

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MATHEMATICAL MODELS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

VISUAL DISTINCTION;

DATA REDUCTION;

TREND ANALYSIS;

EID: 0037189971     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00007-5     Document Type: Article

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