Simultaneous nonparametric inference of time series
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Publication:988010
DOI10.1214/09-AOS789zbMath1202.62048arXiv1010.4182MaRDI QIDQ988010
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/1010.4182
linear processmaximum deviationstationary processnonparametric regressionnonlinear time seriesGumbel distributionkernel density estimationsimultaneous confidence bandtreasury bill data
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric tolerance and confidence regions (62G15)
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