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
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