142 citations · 198 across the 8 of their papers we have counts for
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math.ST2019
Multiscale clustering of nonparametric regression curves
Michael Vogt, Oliver Linton
In a wide range of modern applications, we observe a large number of time series rather than only a single one. It is often natural to suppose that there is some group structure in…
math.ST2019
Multiscale inference and long-run variance estimation in nonparametric regression with time series errors
Marina Khismatullina, Michael Vogt
In this paper, we develop new multiscale methods to test qualitative hypotheses about the regression function m in a nonparametric regression model with fixed design points and tim…