Estimating a monotone trend

  title={Estimating a monotone trend},
  author={Ou Zhao and Michael Woodroofe},
  journal={arXiv: Statistics Theory},
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled isotonic es- timators at an interior point are shown to converge to Chernoff's distribution under minimal conditions on the stationary errors. Since the isotonic estimators suffer from the spiking problem at the end point, two modifications are proposed. The… 

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