nonstationarity, covariance estimation and state-space ... - EPFL

Contents xvii
4.5 Simulations ............................................. 91
4.5.1 Numerical lntegration .................................... 91
4.5.2 Estimation of Cij ...................................... 92
4.5.3 Studies on the lmplementation of SSD ........................... 93
4.5.4 Trend Contamination and True /3 # O ........................... 96
4.6 Application . ............................................. 97
4.6.1 Prediction .......................................... 97
4.6.2 SIC97 Data ......................................... 98
4.6.3 Lake Geneva Data . ..................................... 99
4.7 Summary and Outlook ....................................... 101
Epilogue
Appendix 105
A Datasets 105
A.l SIC97 Data ............................................. 105
A.2 Lake Geneva Data .......................................... 106
A.3 Ozone Data ............................................. 108
B Supplementary Simulation Results 111
B.l Nonstationary Issues . ........................................ 112
B.l.l Trend Detection ....................................... 112
B.1.2 Local Trend Estimation ................................... 113
B.2 Functional Principal Components Analysis ............................. 114
B.3 State-Space Representation ..................................... 116
Glossary
References
Author lndex
Subject lndex
Curriculum Vitae