Simultaneous confidence bands for time-series prediction function
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 53182 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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- Identification of Non-Linear Additive Autoregressive Models
- Local asymptotics for polynomial spline regression
- Local asymptotics for regression splines and confidence regions
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- On confidence bands in nonparametric density estimation and regression
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- On the maximal deviation of k-dimensional density estimates
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- Simultaneous confidence bands for ratios of survival functions via empirical likelihood.
- Spline confidence bands for variance functions
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- Width-scaled confidence bands for survival functions
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Cited in
(11)- A plug-in the number of knots selector for polynomial spline regression
- Polynomial spline confidence bands for time series trend
- Confidence bands in nonparametric time series regression
- Simultaneous inference of the mean of functional time series
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- Simultaneous nonparametric inference of time series
- Efficient estimation for periodic autoregressive coefficients via residuals
- Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
- Simultaneous confidence bands in nonlinear regression models with nonstationarity
- Spline confidence bands for variance functions in nonparametric time series regressive models
- Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities
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