کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144660 957426 2015 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A piecewise polynomial trend against long range dependence
ترجمه فارسی عنوان
یک روند چند ضلعی قطعه ای در برابر وابستگی طولانی مدت
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

A sequential testing procedure to distinguish between a piecewise polynomial trend superimposed by short-range dependence and long range dependence is examined. The proposed procedure is based on the local Whittle estimation of long range dependence parameter from the residual series obtained by removing a piecewise polynomial trend. All results are provided with theoretical justifications, and Monte Carlo simulations show that our method achieves good size and provides reasonable power against long range dependence. The proposed method is illustrated to the historical Northern Hemisphere temperature data.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 44, Issue 3, September 2015, Pages 457–468
نویسندگان
,