Polynomial spline confidence bands for time series trend

DOI10.1016/j.jspi.2012.02.028zbMath1428.62404WikidataQ61865757 ScholiaQ61865757MaRDI QIDQ419264

Lijian Yang, Qin Shao

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

autoregressive time series; B-splines; confidence band

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G15: Nonparametric tolerance and confidence regions

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