Inference for local autocorrelations in locally stationary models
Year of publication: |
2015
|
---|---|
Authors: | Zhao, Zhibiao |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 2, p. 296-306
|
Subject: | Nonparametric regression | Simultaneous confidence band | Testing for zero autocorrelation | Time series | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test |
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