Article ID Journal Published Year Pages File Type
7549349 Statistics & Probability Letters 2015 10 Pages PDF
Abstract
Based on consistency and asymptotic normality of a nonparametric kernel trend estimation in the context of locally stationary processes, validity of a hybrid wild bootstrap approach for estimating the distribution of the nonparametric estimator is established. Simulations are presented.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
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