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Non-parametric smoothing and prediction for nonlinear circular time series

Author

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  • Macro Di Marzio
  • Agnese Panzera
  • Charles C. Taylor

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Suggested Citation

  • Macro Di Marzio & Agnese Panzera & Charles C. Taylor, 2012. "Non-parametric smoothing and prediction for nonlinear circular time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(4), pages 620-630, July.
    • Handle: RePEc:bla:jtsera:v:33:y:2012:i:4:p:620-630
    DOI: j.1467-9892.2012.00794.x
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    File URL: http://hdl.handle.net/10.1111/j.1467-9892.2012.00794.x
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    Cited by:

    1. Jan Beran & Sucharita Ghosh, 2020. "Estimating the Mean Direction of Strongly Dependent Circular Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(2), pages 210-228, March.
    2. Marco Di Marzio & Stefania Fensore & Charles C. Taylor, 2023. "Kernel regression for errors-in-variables problems in the circular domain," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(4), pages 1217-1237, October.
    3. Marco Di Marzio & Agnese Panzera & Charles C. Taylor, 2013. "Non-parametric Regression for Circular Responses," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 238-255, June.
    4. Arthur Pewsey & Eduardo García-Portugués, 2021. "Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 1-58, March.
    5. Jan Beran & Britta Steffens & Sucharita Ghosh, 2022. "On nonparametric regression for bivariate circular long-memory time series," Statistical Papers, Springer, vol. 63(1), pages 29-52, February.

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