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Multiscale inference and long-run variance estimation in nonparametric
  regression with time series errors

Multiscale inference and long-run variance estimation in nonparametric regression with time series errors

4 March 2019
Marina Khismatullina
M. Vogt
ArXivPDFHTML

Papers citing "Multiscale inference and long-run variance estimation in nonparametric regression with time series errors"

3 / 3 papers shown
Title
Detecting changes in the trend function of heteroscedastic time series
Detecting changes in the trend function of heteroscedastic time series
S. Schmidt
11
4
0
20 Aug 2021
Comparison and anti-concentration bounds for maxima of Gaussian random
  vectors
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov
Denis Chetverikov
Kengo Kato
63
219
0
21 Jan 2013
Adaptive goodness-of-fit tests based on signed ranks
Adaptive goodness-of-fit tests based on signed ranks
Angelika Rohde
94
17
0
18 Jun 2008
1