Online Program Home
My Program

Abstract Details

Activity Number: 82
Type: Contributed
Date/Time: Sunday, July 31, 2016 : 4:00 PM to 5:50 PM
Sponsor: IMS
Abstract #318654 View Presentation
Title: Estimation of Smooth Seasonal Components Under Long-Range Dependence
Author(s): Britta Steffens* and Jan Beran
Companies: University of Konstanz and University of Konstanz
Keywords: long memory ; smooth seasonal components ; locally weighted trigonometric regression ; asymptotic optimal bandwidth
Abstract:

We consider estimation of smooth seasonal components for long-memory processes. Asymptotic results are derived for locally weighted trigonometric regression. We present an asymptotic formula for the integrated mean squared error and for an optimal bandwidth. Examples and simulations illustrate the results.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2016 program

 
 
Copyright © American Statistical Association