Bootstrap tests for simple structures in nonparametric time series regression

DOI10.4310/SII.2008.v1.n2.a13zbMath1230.62049OpenAlexW2061587809MaRDI QIDQ660070

Jens-Peter Kreiss, Michael H. Neumann, Qiwei Yao

Publication date: 25 January 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2008.v1.n2.a13

zbMATH Keywords

additive modelskernel estimationnonparametric regressionparametric modelslocal polynomial estimationautoregressionwild bootstrapabsolute regularitylower order models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)

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