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Stochastic and deterministic trend models
In this paper we provide an overview of some trend models formulated for global and local estimation. Global trend models are based on the assumption that the trend or nonstationary mean of a time series can be approximated closely by simple functions of time over the entire span of the series. The...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
University of Bologna
2008-03-01
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| Colecção: | Statistica |
| Acesso em linha: | http://rivista-statistica.unibo.it/article/view/1244 |
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