Simultaneous inference of a partially linear model in time series

DOI10.1111/JTSA.12781MaRDI QIDQ6962069zbMATH OpenFDO

Authors Jiaqi Li, Likai Chen, Kun Ho Kim, Tianwei Zhou

Publication date 9 July 2025

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.12781

zbMATH Keywords

forward premium regressionGaussian approximationpartially linear modelsimultaneous confidence regiontime series

Mathematics Subject Classification ID

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) Applications of statistics to economics (62P20)

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Cited in

(1)

• Inference for trend functions in partially linear models

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