Predictive Inference for Locally Stationary Time Series With an Application to Climate Data

DOI10.1080/01621459.2019.1708368zbMath1464.62379arXiv1712.02383OpenAlexW2998133347WikidataQ126394786 ScholiaQ126394786MaRDI QIDQ4999170

Srinjoy Das, Dimitris N. Politis

Publication date: 6 July 2021

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.02383

zbMATH Keywords

kernel smoothingprediction intervalslinear predictornonstationary series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items (3)

Model-free bootstrap for a general class of stationary time series ⋮ Autoregressive approximations to nonstationary time series with inference and applications ⋮ Predictive, finite-sample model choice for time series under stationarity and non-stationarity

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