Sieve bootstrap for smoothing in nonstationary time series
type: Item
instance of: scholarly article
published in: The Annals of Statistics
volume: 26
issue: 1
publication date: 1998-02-01T00:00:00Z
publication date: 1999-11-09T00:00:00Z
author: Peter Bühlmann
title: Sieve bootstrap for smoothing in nonstationary time series
zbMATH Open document ID: 0934.62039
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G15
zbMATH DE Number: 1359520
zbMATH Keywords: AIC
zbMATH Keywords: ARMA
zbMATH Keywords: autoregressive approximation
zbMATH Keywords: kernel smoothing
zbMATH Keywords: nonparametric regression
zbMATH Keywords: second-order correctness
zbMATH Keywords: simultaneous confidence bands
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1030563978
OpenAlex ID: W2000647303
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DOI: 10.1214/AOS/1030563978
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description: scientific article; zbMATH DE number 1359520