Browsing by Subject "Nonparametric estimation"
Now showing items 1-12 of 12
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AAA Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support
(2015)The asymptotic behaviour of nonparametric estimators of the stationary density and of the spectral density function of a stationary process have been studied in some detail in the last 50-60years. Nevertheless, less is ...
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Bootstrapping the local periodogram of locally stationary processes
(2008)Locally stationary processes are non-stationary stochastic processes the second-order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary ...
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Higher-order accurate polyspectral estimation with flat-top lag-windows
(2009)Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared ...
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The Impact of Bootstrap Methods on Time Series Analysis
(2003)Sparked by Efron's seminal paper, the decade of the 1980s was a period of active research on bootstrap methods for independent data - mainly i.i.d. or regression set-ups. By contrast, in the 1990s much research was directed ...
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Model-free model-fitting and predictive distributions
(2013)The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully model-free environment for predictive inference, i.e., point predictors and predictive intervals. ...
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Moment estimation for statistics from marked point processes
(2001)In spatial statistics the data typically consist of measurements of some quantity at irregularly scattered locations
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Multichannel boxcar deconvolution with growing number of channels
(2011)We consider the problem of estimating the unknown response function in the multichannel deconvolution model with a boxcar-like ker-nel which is of particular interest in signal processing. It is known that, when the number ...
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Nonparametric Maximum Entropy
(1993)The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting ...
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Nonparametric resampling for homogeneous strong mixing random fields
(1993)Künsch (1989, Ann. Statist.17 1217-1241) and Liu ane Singh (1992, in Exploring Limits of Bootstrap (R. Le Page and L. Billard, Eds.), pp. 225-248, Wiley, New York) have recently introduced a block resampling method that ...
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On Subsampling Estimators with Unknown Rate of Convergence
(1999)Politis and Romano have put forth a general subsampling methodology for the construction of large-sample confidence regions for a general unknown parameter θ associated with the probability distribution generating the ...
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Subsampling confidence intervals for parameters of atmospheric time series: Block size choice and calibration
(2005)Problems of practical implementation of the computer intensive subsampling methodology are addressed by Monte Carlo simulations of a situation typical for atmospheric time series. The motivating data were collected under ...
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Testing the rank of Engel curves with endogenous expenditure
(1999)We find that the endogeneity of consumer expenditure tends to increase the estimated rank of Engel curves. This result, based on nonparametric procedure, is in line with previous results obtained in the context of parametric ...