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Research Article

Inference for ARMA time series with mildly varying trend

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Received 30 Nov 2023, Accepted 03 Jul 2024, Published online: 15 Jul 2024

References

  • Brockwell, P.J., and Davis, R.A. (1991), Time Series: Theory and Methods, New York: Springer-Verlag.
  • De Boor, C. (2001), A Practical Guide to Splines, New York: Springer-Verlag.
  • Eubank, R.L., and Speckman, P.L. (1993), ‘Confidence Bands in Nonparametric Regression’, Journal of the American Statistical Association, 88, 1287–1301.
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  • Pierce, D.A. (1971), ‘Least Squares Estimation in the Regression Model with Autoregressive-moving Average Errors’, Biometrika, 58, 299–312.
  • Shao, Q., and Yang, L. (2017), ‘Oracally Efficient Estimation and Consistent Model Selection for Auto-regressive Moving Average Time Series with Trend’, Journal of the Royal Statistical Society. Series B (Statistical Methodology), 79, 507–524.
  • Song, Z., and Yang, L. (2022), ‘Statistical Inference for ARMA Time Series with Moving Average Trend’, Journal of Nonparametric Statistics, 34, 357–376.

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