Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity

DOI10.5705/ss.202015.0219zbMath1372.62013MaRDI QIDQ5278112

Qiying Wang, Wei-Dong Liu, Wei-Biao Wu, Degui Li

Publication date: 13 July 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://eprints.whiterose.ac.uk/102287/1/SS_2015_0219R1.pdf

zbMATH Keywords

maximum deviation; integrated process; local linear estimation; simultaneous confidence bands; Gumbel convergence; local time limit theory

Mathematics Subject Classification ID

62G07: Density estimation

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

62G15: Nonparametric tolerance and confidence regions

62J02: General nonlinear regression