Regression-type inference in nonparametric autoregression

Annals of Statistics

Volumn 26, Issue 4, 1998, Pages 1570-1613

  Neumann, Michael H ^a   Kreiss, Jens Peter ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

Author keywords

Bootstrap; Confidence bands; Nonparametric autoregression; Nonparametric regression; Strong approximation; Wild bootstrap

Indexed keywords

EID: 0032356060     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1024691254     Document Type: Article

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