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This paper investigates the modelling and forecasting method for non-stationary time series. Using wavelets, the authors propose a modelling procedure that decomposes the series as the sum of three separate components, namely trend, harmonic and irregular components. The estimates suggested in...
Persistent link: https://www.econbiz.de/10005639797
In this paper, we consider the general growth curve model with multivariate random effects covariance structure and provide a new simple estimator for the parameters of interest. This estimator is not only convenient for testing the hypothesis on the corresponding parameters, but also has higher...
Persistent link: https://www.econbiz.de/10005221216
In this paper, the functional-coefficient partially linear regression (FCPLR) model is proposed by combining nonparametric and functional-coefficient regression (FCR) model. It includes the FCR model and the nonparametric regression (NPR) model as its special cases. It is also a generalization...
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It is generally agreed that respiratory disease is closely related to ambient air quality and weather conditions. Besides, hygiene related factors such as the public health measures by the government and possible personal awareness in the community can also affect the spread of infectious...
Persistent link: https://www.econbiz.de/10010580854
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A wavelet method is applied to the detection of the hidden periodicities of a hidden periodic model in time series. By checking the empirical wavelet coefficients of the periodogram, which have significantly large absolute values across fine scale levels, the number of the hidden periodicities...
Persistent link: https://www.econbiz.de/10005319892