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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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Detalhes bibliográficos
Publicado no:J Multivar Anal
Main Authors: Kim, Seonjin, Zhao, Zhibiao, Shao, Xiaofeng
Formato: Artigo
Idioma:Inglês
Publicado em: 2015
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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