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Nonparametric Functional Central Limit Theorem for Time Series Regression with Application to Self-normalized Confidence Interval
This paper is concerned with the inference of nonparametric mean function in a time series context. The commonly used kernel smoothing estimate is asymptotically normal and the traditional inference procedure then consistently estimates the asymptotic variance function and relies upon normal approxi...
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| Publicado no: | J Multivar Anal |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4223815/ https://ncbi.nlm.nih.gov/pubmed/25386031 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2014.09.017 |
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