Robust inference for nonstationary time series with possibly multiple changing periodic structures
Shouxia Wang, Tao Huang, Jinhong You, and Ming-Yen Cheng
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Shouxia ; Huang, Tao ; You, Jinhong ; Cheng, Ming-Yen |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1718-1731
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| Subject: | Additive model | M-estimation | Period estimation | Semiparametric regression | Smooth trend | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1970574 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540474