Polynomial spline confidence bands for time series trend

DOI10.1016/J.JSPI.2012.02.028zbMATH Open1428.62404OpenAlexW2097460468WikidataQ61865757 ScholiaQ61865757MaRDI QIDQ419264FDOQ419264

Authors Q. Shao, L. Yang 

Publication date 18 May 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.02.028

zbMATH Keywords

confidence bandB-splinesautoregressive time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• Additive coefficient modeling via polynomial spline
• Autoregressive coefficient estimation in nonparametric analysis
• Bias-corrected Confidence Bands in Nonparametric Regression
• Bootstrap confidence bands for regression curves and their derivatives
• Extremes and related properties of random sequences and processes
• Inference of Trends in Time Series
• Local asymptotics for polynomial spline regression
• Nonlinear time series. Nonparametric and parametric methods
• Nonparametric regression with correlated errors.
• On confidence bands in nonparametric density estimation and regression
• On some global measures of the deviations of density function estimates
• Polynomial spline confidence bands for regression curves
• Rate of convergence in the central limit theorem for random variables with strong mixing
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors

Cited in

(7)

• Nonparametric conservative bands for the trend of Gaussian AR(p) models
• Modelling time trend via spline confidence band
• Efficient estimation for periodic autoregressive coefficients via residuals
• Oracle model selection for correlated data via residuals
• Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
• Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error
• SPLINE ESTIMATE OF THE TIME SERIES TREND FOR A RANDOM NUMBER OF DATA AT MEASUREMENT INSTANTS

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