Jump process for the trend estimation of time series
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- Marco Bianchi & Martin Boyle & Deirdre Hollingsworth, 1999. "A comparison of methods for trend estimation," Applied Economics Letters, Taylor & Francis Journals, vol. 6(2), pages 103-109.
- Doksum, Kjell & Koo, Ja-Yong, 2000. "On spline estimators and prediction intervals in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 35(1), pages 67-82, November.
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- Pollock, D. S. G., 2000. "Trend estimation and de-trending via rational square-wave filters," Journal of Econometrics, Elsevier, vol. 99(2), pages 317-334, December.
- Keilegom, Ingrid Van & Akritas, Michael G. & Veraverbeke, Noel, 2001. "Estimation of the conditional distribution in regression with censored data: a comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 35(4), pages 487-500, February.
- Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162. Full references (including those not matched with items on IDEAS)
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