Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/286824 
Year of Publication: 
2021
Citation: 
[Journal:] Statistical Papers [ISSN:] 1613-9798 [Volume:] 63 [Issue:] 1 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2021 [Pages:] 29-52
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
We consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of convergence does not depend on the bandwidth. The result can be used for obtaining simple confidence bands for the regression function. The method is illustrated by an application to wind direction data.
Subjects: 
Circular time series
Circular circular kernel regression
Long-range dependence
Gaussian subordination
Confidence interval
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

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