Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval

Mathematics

• Confidence Interval 100%
• Central Limit Theorem 100%
• Normal Approximation 100%
• Inference Procedure 100%
• Asymptotic Variance 100%
• Variance Function 100%
• Time Series 100%
• Time Series Analysis 100%
• Pointwise 50%
• Simulation Study 50%
• Asymptotics 50%
• Gaussian Process 50%
• Parametric Inference 50%
• Regression Function 50%
• Smoothing Kernel 50%

Keyphrases

• Nonparametric 100%
• Confidence Interval 100%
• Functional Central Limit Theorem 100%
• Time Series Regression 100%
• Self-normalization 100%
• Mean Function 50%
• Normal Approximation 50%
• Inference Methods 50%
• Asymptotic Variance 50%
• Variance Function 50%
• Simulation Study 25%
• Asymptotically Normal 25%
• Gaussian Process 25%
• Parametric Inference 25%
• Bandwidth Selection 25%
• Finite Sample Performance 25%
• Nonparametric Smoothing 25%
• Bandwidth Parameter 25%
• Consistent Estimation 25%
• Mean Regression Function 25%
• Kernel Smoothing 25%
• Smoothing Estimates 25%
• Pointwise Confidence Interval 25%
• Asymptotic Validity 25%
• Dependent Increments 25%