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)

zbMATH Keywords

Gaussian approximationtime seriespartially linear modelsimultaneous confidence regionforward premium regression

Mathematics Subject Classification ID

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)

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