Confidence bands in nonparametric time series regression
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Publication:939666
DOI10.1214/07-AOS533zbMath1142.62346arXiv0808.1010MaRDI QIDQ939666
Publication date: 28 August 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.1010
long-range dependencemoderate deviationnonparametric regressionnonlinear time seriesmodel validationshort-range dependence
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)
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