Simultaneous inference of the mean of functional time series

DOI10.1214/15-EJS1052zbMath1323.62031OpenAlexW1778956114MaRDI QIDQ887244

Ming Chen, Qiongxia Song

Publication date: 28 October 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1440507393

zbMATH Keywords

splinenonparametric regressionhigh-frequency datalong-run varianceconfidence bandsfunctional time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric tolerance and confidence regions (62G15) Economic time series analysis (91B84)

Related Items

Statistical Inference for Functional Time Series ⋮ Statistical Inference for Functional Time Series: Autocovariance Function ⋮ Oracle-efficient estimation for functional data error distribution with simultaneous confidence band

Uses Software

• fda (R)

Cites Work

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