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Can I read On Nonparametric Regression for Bivariate Circular Long-memory Time Series on EtoBox?
On Nonparametric Regression for Bivariate Circular Long-memory Time Series by Jan Beran; Britta Steffens; Sucharita Ghosh is a Mathematics article available to read on EtoBox.
What is On Nonparametric Regression for Bivariate Circular Long-memory Time Series about?
## Abstract We consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of convergence does not depend on the bandwidth. The result can be used for obtaining simple confidence bands for the regression function. The method is illustrated by an application to wind direction data.
Who reads On Nonparametric Regression for Bivariate Circular Long-memory Time Series?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Jan Beran; Britta Steffens; Sucharita Ghosh
- Publisher
- Springer Science and Business Media LLC
- Published
- 2021
- Language
- EN
- Field
- Mathematics (Physical Sciences)
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