Spline confidence bands for variance functions in nonparametric time series regressive models

DOI10.1080/10485252.2012.693925zbMath1254.62098OpenAlexW1972500743MaRDI QIDQ3145393

Qiongxia Song, Yuhang Xu, Yujiao Yang

Publication date: 20 December 2012

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

Full work available at URL: https://doi.org/10.1080/10485252.2012.693925

zbMATH Keywords

time seriesvariance function estimationB-splinesnonparametric autoregression\(\alpha\)-mixing process

Mathematics Subject Classification ID

Uses Software

• SemiPar

Cites Work

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