Simultaneous confidence bands for time-series prediction function
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Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Applications of statistics to economics (62P20)
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Cited in
(11)- A plug-in the number of knots selector for polynomial spline regression
- Spline confidence bands for variance functions in nonparametric time series regressive models
- Polynomial spline confidence bands for time series trend
- Efficient estimation for periodic autoregressive coefficients via residuals
- Simultaneous confidence bands in nonlinear regression models with nonstationarity
- Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- Simultaneous inference of the mean of functional time series
- Confidence bands in nonparametric time series regression
- Simultaneous nonparametric inference of time series
- Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
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