Multi‐step‐ahead Prediction Interval for Locally Stationary Time Series with Application to Air Pollutants Concentration Data

Stat ◽  
2021 ◽  
Author(s):  
Jie Li ◽  
Qirui Hu ◽  
Fengying Zhang
Keyword(s):  
Time Series ◽  
Air Pollutants ◽  
Prediction Interval ◽  
Stationary Time Series ◽  
Concentration Data ◽  
Stationary Time ◽  
Locally Stationary Time Series

scholarly journals Quantile spectral analysis for locally stationary time series

2017 ◽  
Vol 79 (5) ◽  
pp. 1619-1643 ◽  
Author(s):  
Stefan Birr ◽  
Stanislav Volgushev ◽  
Tobias Kley ◽  
Holger Dette ◽  
Marc Hallin
Keyword(s):  
Time Series ◽  
Spectral Analysis ◽  
Stationary Time Series ◽  
Stationary Time ◽  
Locally Stationary Time Series
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