Nonparametric conservative bands for the trend of Gaussian AR(p) models

R. Fraiman and G. Pérez-Iribarren

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1996, vol. 5, issue 1, 125-144

Keywords: Nonparametric Confidence Bands; Autoregressive Models; Trends Function (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:5:y:1996:i:1:p:125-144

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DOI: 10.1007/BF02562685

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