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

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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)

Cites Work

• On confidence bands in nonparametric density estimation and regression
• Title not available (Why is that?)
• Extremes and related properties of random sequences and processes
• Nonlinear time series. Nonparametric and parametric methods
• On some global measures of the deviations of density function estimates
• Inference of Trends in Time Series
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Nonparametric regression with correlated errors.
• Local asymptotics for polynomial spline regression
• Additive coefficient modeling via polynomial spline
• Title not available (Why is that?)
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• Bootstrap confidence bands for regression curves and their derivatives
• Polynomial spline confidence bands for regression curves
• Bias-corrected Confidence Bands in Nonparametric Regression
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
• Autoregressive coefficient estimation in nonparametric analysis
• Rate of convergence in the central limit theorem for random variables with strong mixing

Cited In (7)

• 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
• Modelling time trend via spline confidence band
• EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS
• Nonparametric conservative bands for the trend of Gaussian AR(p) models
• Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
• Oracle model selection for correlated data via residuals

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