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
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;
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
DOI :
10.1109/CDEE.2010.28
