✦ LIBER ✦

Strong consistency of estimates of the trend of a time series

✍ Scribed by V. F. Gaposhkin

Publisher: SP MAIK Nauka/Interperiodica
Year: 1979
Tongue: English
Weight: 360 KB
Volume: 26
Category: Article
ISSN: 0001-4346
DOI: 10.1007/bf01159548

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the strong uniform consistency of the

On the strong uniform consistency of the mode estimator for censored time series

✍ Salah Khardani; Mohamed Lemdani; Elias Ould Saïd 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 196 KB

Robust estimates of linear trend in mult

Robust estimates of linear trend in multivariate time series

✍ G. K. Bhattacharyya 📂 Article 📅 1968 🏛 Springer Japan 🌐 English ⚖ 537 KB

Trend estimation of financial time serie

Trend estimation of financial time series

✍ Víctor M. Guerrero; Adriana Galicia-Vázquez 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 245 KB 👁 1 views

## Abstract We propose to decompose a financial time series into trend plus noise by means of the exponential smoothing filter. This filter produces statistically efficient estimates of the trend that can be calculated by a straightforward application of the Kalman filter. It can also be interprete

Strong consistency of sample path deriva

Strong consistency of sample path derivative estimates

✍ Jian-Qiang Hu; Stephen G. Strickland 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 288 KB

Strong consistency of M-estimates in lin

Strong consistency of M-estimates in linear models

✍ X.R. Chen; Y.H. Wu 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 666 KB

Strong uniform consistency of nonparamet

Strong uniform consistency of nonparametric regression function estimates

✍ Hannelore Liero 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 1007 KB