Estimating the Mean Direction of Strongly Dependent Circular Time Series

Kurzanzeige
dc.contributor.authorBeran, Jan
dc.contributor.authorGhosh, Sucharita
dc.date.accessioned2019-09-04T12:14:20Z
dc.date.available2019-09-04T12:14:20Z
dc.date.issued2020-03
dc.description.abstractA class of circular processes based on Gaussian subordination is introduced. This allows for flexible modelling of directional time series with long‐range dependence. Based on limit theorems for subordinated processes and consistent estimation of nuisance parameters, asymptotic confidence intervals for the mean direction are derived. Extensions to cases where the direction depends on explanatory variables are also considered. Simulations and a data example illustrate the proposed method.eng
dc.description.versionpublishedde
dc.identifier.doi10.1111/jtsa.12500eng
dc.identifier.ppn1742284523
dc.identifier.urihttps://kops.uni-konstanz.de/handle/123456789/46788
dc.language.isoengeng
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subject.ddc510eng
dc.titleEstimating the Mean Direction of Strongly Dependent Circular Time Serieseng
dc.typeJOURNAL_ARTICLEde
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kops.citation.bibtex
@article{Beran2020-03Estim-46788,
  year={2020},
  doi={10.1111/jtsa.12500},
  title={Estimating the Mean Direction of Strongly Dependent Circular Time Series},
  number={2},
  volume={41},
  issn={0143-9782},
  journal={Journal of Time Series Analysis},
  pages={210--228},
  author={Beran, Jan and Ghosh, Sucharita}
}
kops.citation.iso690BERAN, Jan, Sucharita GHOSH, 2020. Estimating the Mean Direction of Strongly Dependent Circular Time Series. In: Journal of Time Series Analysis. Wiley. 2020, 41(2), pp. 210-228. ISSN 0143-9782. eISSN 1467-9892. Available under: doi: 10.1111/jtsa.12500deu
kops.citation.iso690BERAN, Jan, Sucharita GHOSH, 2020. Estimating the Mean Direction of Strongly Dependent Circular Time Series. In: Journal of Time Series Analysis. Wiley. 2020, 41(2), pp. 210-228. ISSN 0143-9782. eISSN 1467-9892. Available under: doi: 10.1111/jtsa.12500eng
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kops.sourcefieldJournal of Time Series Analysis. Wiley. 2020, <b>41</b>(2), pp. 210-228. ISSN 0143-9782. eISSN 1467-9892. Available under: doi: 10.1111/jtsa.12500deu
kops.sourcefield.plainJournal of Time Series Analysis. Wiley. 2020, 41(2), pp. 210-228. ISSN 0143-9782. eISSN 1467-9892. Available under: doi: 10.1111/jtsa.12500deu
kops.sourcefield.plainJournal of Time Series Analysis. Wiley. 2020, 41(2), pp. 210-228. ISSN 0143-9782. eISSN 1467-9892. Available under: doi: 10.1111/jtsa.12500eng
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source.periodicalTitleJournal of Time Series Analysiseng
source.publisherWiley

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