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

Mathematics

• Functional Central Limit Theorem 74%
• Time series 51%
• Confidence interval 48%
• Regression 44%
• Variance Function 35%
• Normal Approximation 32%
• Asymptotic Variance 30%
• Bandwidth 29%
• Nonparametric Smoothing 21%
• Parametric Inference 21%
• Estimate 19%
• Kernel Smoothing 19%
• Consistent Estimation 18%
• Bandwidth Selection 18%
• Regression Function 15%
• Increment 14%
• Justify 14%
• Coverage 14%
• Gaussian Process 14%
• Small Sample 14%
• Limiting 11%
• Simulation Study 10%
• Dependent 9%
• Context 8%
• Performance 8%

Business & Economics

• Central Limit Theorem 100%
• Confidence Interval 85%
• Inference 48%
• Bandwidth 39%
• Asymptotic Variance 31%
• Nonparametric Smoothing 20%
• Approximation 19%
• Kernel Smoothing 18%
• Gaussian Process 16%
• Finite Sample 12%
• Small Sample 11%
• Simulation Study 11%
• Performance 4%