DocumentCode
3026378
Title
Spline Estimate of Nonlinear Trend for Time Series
Author
Xinqian, Wu ; Wancai, Yang
Author_Institution
Sch. of Math. & Stat., Henan Univ. of Sci. & Technol., Luoyang, China
fYear
2010
fDate
23-24 Oct. 2010
Firstpage
95
Lastpage
98
Abstract
A nonparametric regression model with fixed design and linear process errors is considered in this paper. Based on polynomial spline estimation, optimal global rate of convergence of the estimator of nonlinear trend for time series is obtained. The fitted trend for the CNY/EUR foreign exchange rate series is given.
Keywords
convergence; exchange rates; nonparametric statistics; regression analysis; splines (mathematics); time series; CNY-EUR foreign exchange rate series; fixed design; linear process errors; nonlinear trend; nonparametric regression model; optimal global convergence rate; polynomial spline estimation; time series; Convergence; Data models; Estimation; Exchange rates; Polynomials; Spline; Time series analysis; global convergence; nonparametric regression model; spline estimate; time series; trend;
fLanguage
English
Publisher
ieee
Conference_Titel
Cryptography and Network Security, Data Mining and Knowledge Discovery, E-Commerce & Its Applications and Embedded Systems (CDEE), 2010 First ACIS International Symposium on
Conference_Location
Qinhuangdao
Print_ISBN
978-1-4244-9595-5
Type
conf
DOI
10.1109/CDEE.2010.28
Filename
5759363
Link To Document