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 |
-
Testing for symmetric error distribution in nonparametric regression models
Neumeyer, Natalie, (2003)
-
An Alternative Nonparametric Specification Test in Autoregressive Conditional Duration Models
Saart, Patrick, (2012)
-
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi, (2018)
- More ...
-
Asymptotic theory for curve-crossing analysis
Zhao, Zhibiao, (2007)
-
Nonparametric model validations for hidden Markov models with applications in financial econometrics
Zhao, Zhibiao, (2011)
-
A self-normalized confidence interval for the mean of a class of nonstationary processes
Zhao, Zhibiao, (2011)
- More ...