Polynomial spline confidence bands for time series trend
نویسنده
چکیده
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. & 2012 Elsevier B.V. All rights reserved.
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