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

Research output: Contribution to journal › Article › Academic › peer-review

4 Citations (Scopus)

Original language	English
Pages (from-to)	5-37
Journal	Journal of the Royal Statistical Society. Series B. Statistical Methodology
Volume	82
Issue number	1
DOIs	https://doi.org/10.1111/rssb.12347
Publication status	Published - Feb 2020
Externally published	Yes

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title = "Multiscale inference and long-run variance estimation in non-parametric regression with time series errors",

author = "Marina Khismatullina and Michael Vogt",

year = "2020",

month = feb,

doi = "10.1111/rssb.12347",

language = "English",

volume = "82",

pages = "5--37",

journal = "Journal of the Royal Statistical Society. Series B. Statistical Methodology",

issn = "1369-7412",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "1",

}

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T1 - Multiscale inference and long-run variance estimation in non-parametric regression with time series errors

AU - Khismatullina, Marina

AU - Vogt, Michael

PY - 2020/2

Y1 - 2020/2

U2 - 10.1111/rssb.12347

DO - 10.1111/rssb.12347

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VL - 82

SP - 5

EP - 37

JO - Journal of the Royal Statistical Society. Series B. Statistical Methodology

JF - Journal of the Royal Statistical Society. Series B. Statistical Methodology

IS - 1

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