Regression-type inference in nonparametric autoregression

DOI10.1214/aos/1024691254zbMath0935.62049OpenAlexW1964725901MaRDI QIDQ1807123

Michael H. Neumann, Jens-Peter Kreiss

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691254

zbMATH Keywords

bootstrapnonparametric regressionstrong approximationconfidence bandswild bootstrapnonparametric autoregression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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