Jump process for the trend estimation of time series

Computational Statistics and Data Analysis

Volumn 42, Issue 1-2, 2003, Pages 219-241

  Zhao, Shan ^a   Wei, G W ^a,b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Gaussian kernel; Jump process; Nonparametric regression; The smoothness fidelity tradeoff; Time series; Trend estimation; Weighted average form

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION;

JUMP PROCESS APPROACH; TREND ESTIMATION;

TIME SERIES ANALYSIS;

TIME SERIES ANALYSIS;

EID: 0037454063     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00125-1     Document Type: Article

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