Modelling time trend via spline confidence band

被引：10
|
作者：
Wang, Jing [1 ]
机构：
[1] Univ Illinois, Dept Math Stat & Comp Sci, Chicago, IL 60607 USA
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2012年 / 64卷 / 02期
基金：
美国国家科学基金会;
关键词：
Berry-Esseen bound; Confidence band; Heteroscedastic error; Mixing; Polynomial spline; Trend; POLYNOMIAL SPLINES; LOCAL ASYMPTOTICS; TENSOR-PRODUCTS; REGRESSION; BOOTSTRAP; ESTIMATORS;
D O I：
10.1007/s10463-010-0311-8
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：
Simultaneous confidence band is obtained for the trend function of time series with heteroscedastic alpha-mixing errors, based on constant and linear spline smoothing. Simulation study confirms that the bands have conservative coverage of the true trend function. Linear band has been constructed for the leaf area index (LAI) data collected in East Africa, which has revealed that the trigonometric curve in the regional atmospheric modelling system (RAMS) is inadequate.
引用
收藏
页码：275 / 301
页数：27
相关论文
共 50 条
  • [21] Spline smoothing in small area trend estimation and forecasting
    Ugarte, M. D.
    Goicoa, T.
    Militino, A. F.
    Durban, M.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2009, 53 (10) : 3616 - 3629
  • [22] ITCZ trend analysis via Geodesic P-spline smoothing of the AIRWAVE TCWV and cloud frequency datasets
    Castelli, Elisa
    Papandrea, Enzo
    Valeri, Massimo
    Greco, Fedele Pasquale
    Ventrucci, Massimo
    Casadio, Stefano
    Dinelli, Bianca Maria
    ATMOSPHERIC RESEARCH, 2018, 214 : 228 - 238
  • [23] Dynamic modelling of gear-spline system with nonuniform spline clearance and wear evolution of spline
    Sun, Yachao
    Shi, Jianghai
    Yang, Yang
    Du, Minggang
    Cao, Hongrui
    PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART K-JOURNAL OF MULTI-BODY DYNAMICS, 2023, 237 (02) : 236 - 260
  • [24] Spline adjustment for modelling solar intermittences
    Alberto Lopez-Meraz, Raul
    Hernandez-Callejo, Luis
    Omar Jamed-Boza, Luis
    Alonso-Gomez, Victor
    REVISTA FACULTAD DE INGENIERIA-UNIVERSIDAD DE ANTIOQUIA, 2020, (94): : 77 - 86
  • [25] Trend recurrence analysis and time series classification via trend fuzzy granular recurrence plot method
    He, Qian
    Yu, Fusheng
    CHAOS SOLITONS & FRACTALS, 2023, 176
  • [26] A computational approach for solving time fractional differential equation via spline functions
    Khalid, Nauman
    Abbas, Muhammad
    Iqbal, Muhammad Kashif
    Singh, Jagdev
    Ismail, Ahmad Izani Md.
    ALEXANDRIA ENGINEERING JOURNAL, 2020, 59 (05) : 3061 - 3078
  • [27] The Simulation of the Trend of the Time Series in the form of the Spline of Third-Order With a Random Number of Data at the Moments of Measurement
    Ustinova, I.
    Pakchomova, E.
    VII INTERNATIONAL SCIENTIFIC PRACTICAL CONFERENCE INNOVATIVE TECHNOLOGIES IN ENGINEERING, 2016, 142
  • [28] TIME FOR CONFIDENCE
    THURSZ, D
    SOCIAL CASEWORK, 1973, 54 (05): : 302 - 303
  • [29] Prediction intervals for time series models with trend via sieve bootstrap
    Chlapinski, Grzegorz
    Rozanski, Roman
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2013, 143 (02) : 221 - 236
  • [30] A stepwise-selected spline approximation to time-varying parameters, with application to occupancy modelling
    Thorson, James T.
    Zhou, Shijie
    Punt, Andre E.
    Smith, Anthony D. M.
    METHODS IN ECOLOGY AND EVOLUTION, 2013, 4 (02): : 123 - 132
12345