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Simultaneous Inference of Linear Models with Time Varying Coefficients - MaRDI portal

Simultaneous Inference of Linear Models with Time Varying Coefficients (Q4632642)

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scientific article; zbMATH DE number 7049257
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Simultaneous Inference of Linear Models with Time Varying Coefficients
scientific article; zbMATH DE number 7049257

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    Simultaneous Inference of Linear Models with Time Varying Coefficients (English)
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    30 April 2019
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    functional linear models
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    Gaussian approximation
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    local linear regression
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    local stationarity
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    nonparametric goodness-of-fit tests
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    non-stationary time series
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    simultaneous confidence tubes
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