Nonparametric conservative bands for the trend of Gaussian AR(p) models
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Publication:1919724
DOI10.1007/BF02562685zbMath0852.62048MaRDI QIDQ1919724
Ricardo Fraiman, Gonzalo Pérez Iribarren
Publication date: 24 July 1996
Published in: Test (Search for Journal in Brave)
trend functionfinite sample sizesARMA(1,1) modelconservative confidence bandsstationary Gaussian autoregressive model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)
Cites Work
- On confidence bands in nonparametric density estimation and regression
- Simultaneous confidence bands for linear regression and smoothing
- Bootstrap simultaneous error bars for nonparametric regression
- Confidence Bands for Regression Functions
- Confidence Bands in Nonparametric Regression
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