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math.ST2017
Bootstrap of residual processes in regression: to smooth or not to smooth ?
Natalie Neumeyer, Ingrid Van Keilegom
In this paper we consider a location model of the form , where is the unknown regression function, the error is independent of the…
math.ST2017
A copula approach for dependence modeling in multivariate nonparametric time series
Natalie Neumeyer, Marek Omelka, Sarka Hudecova
This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of…