Nonparametric confidence intervals for location in time series data.

A. Corkum P. Cabilio Y. Zhang

Published in: Commun. Stat. Simul. Comput. (2019)

Keyphrases

confidence intervals
sample size
markov chain
change point detection
test set
limit theorems
monte carlo
stochastic systems
sufficiently small
high dimensional
conditional probabilities
stopping rules
data points
density estimation