Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation and Inference of Time-Varying Auto-Covariance under Complex
  Trend: A Difference-based Approach   We propose a difference-based nonparametric methodology for the estimation
and inference of the time-varying auto-covariance functions of a locally
stationary time series when it is contaminated by a complex trend with both
abrupt and smooth changes. Simultaneous confidence bands (SCB) with
asymptotically correct coverage probabilities are constructed for the
auto-covariance functions under complex trend. A simulation-assisted
bootstrapping method is proposed for the practical construction of the SCB.
Detailed simulation and a real data example round out our presentation.

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The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
22
The categories of this paper are: chao-dyn
4
The categories of this paper are: cond-mat
13
The categories of this paper are: quant-ph
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs
24
The categories of this paper are: dg-ga
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The categories of this paper are: adap-org
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The categories of this paper are: eess
9
The categories of this paper are: nlin
34
The categories of this paper are: chem-ph
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The categories of this paper are: econ
8
The categories of this paper are: hep-ex
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph