Kernel smoothing of time series

Source

Iraqi Journal of Statistical Science

Issue

Vol. 2, Issue 3 (31 Dec. 2002), pp.1-18, 18 p.

Publisher

University of Mosul College of Computer Science and Mathematics

Publication Date

2002-12-31

Country of Publication

Iraq

No. of Pages

18

Main Subjects

Mathematics

Abstract EN

-In this article we investigate the problem of kernel smoothing of a general time series and study their main properties and their use them for trend estimation of time series.

Many practical considerations related to the choice of the kernel function as well as the choice of appropriate bandwidth are studied.

A computer program which works in an automatic manner was then designed.

Some simulation studies as well as some case studies were conducted.

American Psychological Association (APA)

Dhannun, B. Y.& al-Qurashi, A. S.. 2002. Kernel smoothing of time series. Iraqi Journal of Statistical Science،Vol. 2, no. 3, pp.1-18.
https://search.emarefa.net/detail/BIM-388981

Modern Language Association (MLA)

Dhannun, B. Y.& al-Qurashi, A. S.. Kernel smoothing of time series. Iraqi Journal of Statistical Science Vol. 2, no. 3 (2002), pp.1-18.
https://search.emarefa.net/detail/BIM-388981

American Medical Association (AMA)

Dhannun, B. Y.& al-Qurashi, A. S.. Kernel smoothing of time series. Iraqi Journal of Statistical Science. 2002. Vol. 2, no. 3, pp.1-18.
https://search.emarefa.net/detail/BIM-388981

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references : p.18

Record ID

BIM-388981