Nonparametric estimation of a smooth trend in the presence of a periodic sequence

被引：0

作者：

Matsuoka, Danilo H. ^{[1
]}

Torrent, Hudson S. ^{[2
]}

机构：

[1] Univ Fed Rio Grande do Sul, Fac Econ, 52 Ctr, BR-90040001 Porto Alegre, Brazil

[2] Univ Fed Rio Grande do Sul, Dept Stat, Porto Alegre, Brazil

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2023年 / 225卷

关键词：

Nonparametric regression; Period estimation; Plug-in bandwidth; Local linear estimator; Asymptotics; REGRESSION ESTIMATION; KERNEL ESTIMATORS; SEA;

D O I：

10.1016/j.jspi.2023.01.002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We investigate the estimators obtained from reversing the three-step estimation pro-cedure of Vogt and Linton (2014) for a regression model including a smooth trend function, a periodic component and a stochastic error term. The asymptotic properties of the estimators are given: (a) we provide the uniform weak convergence rates of the estimators of the trend function and periodic sequence; (b) we establish the asymptotic normality for the trend function estimator; and (c) we show that the period estimator is consistent. Plug-in type bandwidths are proposed for the trend estimator. A simulation study and an application to sea level data are employed in order to complement our theoretical results. (c) 2023 Elsevier B.V. All rights reserved.

引用

页码：202 / 218

页数：17

共 40 条

[1]

Alpar B., 2000, Mediterranean Marine Science, V1, P141, DOI DOI 10.12681/MMS.285

[2]

[Anonymous], 1996, Local Polynomial Modelling Its Applications: Monographs Statistics Applied Probability

[3]

[Anonymous], 1994, Kernel smoothing, DOI DOI 10.1201/B14876

[4]

[Anonymous], 2015, BLACK SEA ENCY, DOI DOI 10.1007/978-3-642-55227-4

[5] Recent Sea Level Change in the Black Sea from Satellite Altimetry and Tide Gauge Observations [J].

Avsar, Nevin Betul ;

Kutoglu, Senol Hakan .

ISPRS INTERNATIONAL JOURNAL OF GEO-INFORMATION, 2020, 9 (03)

[6]

Boguslaysky S.G., 1998, PHYS OCEANOGR, V9, P199, DOI [10.1007/BF02523230, DOI 10.1007/BF02523230]

[7]

Bosq D., 2012, LECT NOTES STAT, DOI DOI 10.1007/978-1-4612-1718-3

[8]

Broomhead D. S., 1987, Chaos, Noise and Fractals, P15

[9] EXTRACTING QUALITATIVE DYNAMICS FROM EXPERIMENTAL-DATA [J].

BROOMHEAD, DS ;

KING, GP .

PHYSICA D, 1986, 20 (2-3) :217-236

[10] Sea levels in the Mediterranean Sea and Black Sea from satellite alimetry and tide guages [J].

Cazenave, A ;

Bonnefond, P ;

Mercier, F ;

Dominh, K ;

Toumazou, V .

GLOBAL AND PLANETARY CHANGE, 2002, 34 (1-2) :59-86

← 1 2 3 4 →