مرکز منطقه ای اطلاع رساني علوم و فناوري - Jump process for the trend estimation of time series

Title of article :

Jump process for the trend estimation of time series

Author/Authors :

Shan Zhao، نويسنده , , G. W. Wei، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

219

To page :

241

Keywords :

Jump process , time series , Trend estimation , Nonparametric regression , The smoothness-0delitytradeo2 , Weighted average form , Gaussian kernel

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2003

Journal title :

Computational Statistics and Data Analysis

Record number :

307627

Link To Document :