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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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Bibliografski detalji
Glavni autori: Estela Bee Dagum, Camilo Dagum
Format: Artigo
Jezik:Inglês
Izdano: University of Bologna 2008-03-01
Serija:Statistica
Online pristup:http://rivista-statistica.unibo.it/article/view/1244
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