Browsing by Subject "Moving average process"
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Article
Bootstrap with larger resample size for root-n consistent density estimation with time series data
(2011)We consider finite-order moving average and nonlinear autoregressive processes with no parametric assumption on the error distribution, and present a kernel density estimator of a bootstrap series that estimates their ...
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Article
Random spectral measure for non Gaussian moving averages
(2017)We study the distribution of phases and amplitudes for the spectral representation of weighted moving averages of a general noise measure. The simple independent structure, known for the Gaussian case, and involving Rayleigh ...