Jump process for the trend estimation of time series

10.1016/S0167-9473(02)00125-1

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Bibliographic Details
Main Authors: Zhao, S., Wei, G.W.
Other Authors: COMPUTATIONAL SCIENCE
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/104802
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1048022024-11-11T19:48:50Z Jump process for the trend estimation of time series Zhao, S. Wei, G.W. COMPUTATIONAL SCIENCE Gaussian kernel Jump process Nonparametric regression The smoothness-fidelity tradeoff Time series Trend estimation Weighted average form 10.1016/S0167-9473(02)00125-1 Computational Statistics and Data Analysis 42 1-2 219-241 CSDAD 2014-10-28T03:12:02Z 2014-10-28T03:12:02Z 2003-02-19 Article Zhao, S., Wei, G.W. (2003-02-19). Jump process for the trend estimation of time series. Computational Statistics and Data Analysis 42 (1-2) : 219-241. ScholarBank@NUS Repository. https://doi.org/10.1016/S0167-9473(02)00125-1 01679473 http://scholarbank.nus.edu.sg/handle/10635/104802 000180920900014 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Gaussian kernel
Jump process
Nonparametric regression
The smoothness-fidelity tradeoff
Time series
Trend estimation
Weighted average form
spellingShingle Gaussian kernel
Jump process
Nonparametric regression
The smoothness-fidelity tradeoff
Time series
Trend estimation
Weighted average form
Zhao, S.
Wei, G.W.
Jump process for the trend estimation of time series
description 10.1016/S0167-9473(02)00125-1
author2 COMPUTATIONAL SCIENCE
author_facet COMPUTATIONAL SCIENCE
Zhao, S.
Wei, G.W.
format Article
author Zhao, S.
Wei, G.W.
author_sort Zhao, S.
title Jump process for the trend estimation of time series
title_short Jump process for the trend estimation of time series
title_full Jump process for the trend estimation of time series
title_fullStr Jump process for the trend estimation of time series
title_full_unstemmed Jump process for the trend estimation of time series
title_sort jump process for the trend estimation of time series
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/104802
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