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Polynomial spline confidence bands for time series trend
- Source :
-
Journal of Statistical Planning & Inference . Jul2012, Vol. 142 Issue 7, p1678-1689. 12p. - Publication Year :
- 2012
-
Abstract
- Abstract: The paper considers the construction of a confidence band for the trend function of a stationary time series. An explicit formula is derived based on polynomial splines and . The performance of the confidence band is illustrated by simulation studies. The proposed method is applied to the analysis of the annual yields of wheat in the United States. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 03783758
- Volume :
- 142
- Issue :
- 7
- Database :
- Academic Search Index
- Journal :
- Journal of Statistical Planning & Inference
- Publication Type :
- Academic Journal
- Accession number :
- 73804502
- Full Text :
- https://doi.org/10.1016/j.jspi.2012.02.028