Nonparametric inference of quantile curves for nonstationary time series

Annals of Statistics

Volumn 38, Issue 4, 2010, Pages 2187-2217

  Zhou, Zhou ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Climate change; Gaussian approximation; Integrated squared difference test; Local stationarity; Nonstationary nonlinear time series; Quantile estimation; Simultaneous confidence band

Indexed keywords

EID: 77955126247     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-AOS769     Document Type: Article

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