Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
type: Item
instance of: scholarly article
title: Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
zbMATH Open document ID: 1302.62197
author: Zhibiao Zhao
author: Seon Jin Kim
author: Xiaofeng Shao
published in: Journal of Multivariate Analysis
publication date: 2014-11-28T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 6375093
zbMATH Keywords: conditional heteroscedasticity
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: nonparametric regression
zbMATH Keywords: self-normalization
zbMATH Keywords: time series
Wikidata QID: Q42984918
MaRDI profile type: Publication
full work available at URL: j.jmva.2014.09.017
OpenAlex ID: W1987946366
cites work: Nonlinear time series. Nonparametric and parametric methods
cites work: Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
cites work: HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
cites work: A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
cites work: Simple Robust Testing of Regression Hypotheses
cites work: Unified inference for sparse and dense longitudinal models
cites work: Fixed accuracy estimation of an autoregressive parameter
cites work: Q3428623
cites work: Testing That a Dependent Process Is Uncorrelated
cites work: An Effective Bandwidth Selector for Local Least Squares Regression
cites work: A Self-Normalized Approach to Confidence Interval Construction in Time Series
cites work: Parametric Inference in Stationary Time Series Models with Dependent Errors
cites work: Weak convergence for weighted empirical processes of dependent sequences
cites work: Testing for Change Points in Time Series
cites work: Q4272483
cites work: Inference of Trends in Time Series
cites work: Inference for Linear Models with Dependent Errors
DOI: 10.1016/J.JMVA.2014.09.017
description: scientific article; zbMATH DE number 6375093