Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band

DOI10.1016/j.jmva.2010.04.004zbMath1203.62161WikidataQ61865762 ScholiaQ61865762MaRDI QIDQ990887

Lijian Yang, Qiongxia Song

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.004

zbMATH Keywords

knots; mixing; confidence band; B spline; oracle efficiency

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

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

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

62J02: General nonlinear regression

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