Regression-type inference in nonparametric autoregression

Neumann, Michael H., Kreiss, Jens-Peter . The Annals of Statistics 1998. 26 (4) :1570-1613

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Bibtex

@article{CIS-145803,
  Author = {Neumann, Michael H. and Kreiss, Jens-Peter},
  Title = {Regression-type inference in nonparametric autoregression},
  Journal = {The Annals of Statistics},
  Volume = {26},
  Number = {4},
  Year = {1998},
  Pages = {1570--1613},
  Keywords = {Bootstrap, Nonparametric regression, Strong approximation, 62G07 (MSC1991), 62G09 (MSC1991), 62G15 (MSC1991), confidence bands, 62M05 (MSC1991), Local polynomial regression, Nonparametric autoregression, wild bootstrap}
}

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