Spline confidence bands for variance functions in nonparametric time series regressive models
DOI10.1080/10485252.2012.693925zbMath1254.62098OpenAlexW1972500743MaRDI QIDQ3145393
Qiongxia Song, Yuhang Xu, Yujiao Yang
Publication date: 20 December 2012
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2012.693925
time seriesvariance function estimationB-splinesnonparametric autoregression\(\alpha\)-mixing process
Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
Uses Software
Cites Work
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