Nonparametric conservative bands for the trend of Gaussian AR(p) models (Q1919724)
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scientific article; zbMATH DE number 909675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric conservative bands for the trend of Gaussian AR(p) models |
scientific article; zbMATH DE number 909675 |
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Nonparametric conservative bands for the trend of Gaussian AR(p) models (English)
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24 July 1996
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conservative confidence bands
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trend function
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stationary Gaussian autoregressive model
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ARMA(1,1) model
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finite sample sizes
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