Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity

DOI10.5705/ss.202015.0219zbMath1372.62013OpenAlexW3125122741MaRDI QIDQ5278112

Wei-Dong Liu, Degui Li, Qiying Wang, Wei-Biao Wu

Publication date: 13 July 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://eprints.whiterose.ac.uk/102287/1/SS_2015_0219R1.pdf

zbMATH Keywords

maximum deviationintegrated processlocal linear estimationsimultaneous confidence bandsGumbel convergencelocal time limit theory

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

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