Article ID Journal Published Year Pages File Type
1147502 Journal of Statistical Planning and Inference 2012 12 Pages PDF
Abstract

The paper considers the construction of a confidence band for the trend function of a stationary time series. An explicit formula is derived based on polynomial splines and Sunklodas (1984). The performance of the confidence band is illustrated by simulation studies. The proposed method is applied to the analysis of the annual yields of wheat in the United States.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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