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Abstract Details
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Activity Number:
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354
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Type:
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Contributed
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Date/Time:
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Tuesday, August 2, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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International Chinese Statistical Association
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| Abstract - #301061 |
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Title:
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Seasonality Analysis of Time Series in Partial Linear Models
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Author(s):
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Qin Shao*+
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Companies:
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University of Toledo
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Address:
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Math Department Mailstop 942, Toledo, OH, 43606,
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Keywords:
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Partial Linear Model ;
Mean Integrated Squared Error ;
Local Linear Estimation ;
Seasonal Component
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Abstract:
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Seasonality analysis is one of the classic topics in time series. This paper studies techniques for seasonality analysis when the trend function is unspecified. The asymptotic properties of the semiparametric estimators are derived. An estimation algorithm is provided. The techniques are applied to making inference for the monthly global land-ocean temperature anomaly indexes.
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Authors who are presenting talks have a * after their name.
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