Nonparametric conservative bands for the trend of Gaussian AR(p) models (Q1919724)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric conservative bands for the trend of Gaussian AR(p) models |
scientific article |
Statements
Nonparametric conservative bands for the trend of Gaussian AR(p) models (English)
0 references
24 July 1996
0 references
conservative confidence bands
0 references
trend function
0 references
stationary Gaussian autoregressive model
0 references
ARMA(1,1) model
0 references
finite sample sizes
0 references
