Nonparametric inference of quantile curves for nonstationary time series
DOI10.1214/09-AOS769zbMath1202.62062arXiv1010.3891MaRDI QIDQ988002
Publication date: 24 August 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.3891
quantile estimationlocal stationarityclimate changeGaussian approximationsimultaneous confidence bandnonstationary nonlinear time seriesintegrated squared difference test
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07)
Related Items (15)
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