Browsing by Subject "Weak dependence"

Now showing items 1-5 of 5

    • Article  

      Nonparametric resampling for homogeneous strong mixing random fields 

      Politis, Dimitris Nicolas; Romano, J. P. (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 ...
    • Article  

      On binary and categorical time series models with feedback 

      Moysiadis, Theodoros; Fokianos, Konstantinos (2014)
      We study the problem of ergodicity, stationarity and maximum likelihood estimation for multinomial logistic models that include a latent process. Our work includes various models that have been proposed for the analysis ...
    • Article  

      On bootstrapping L2 -type statistics in density testing 

      Neumann, M. H.; Paparoditis Efstathios, E. (2000)
      We consider non-parametric tests for checking parametric hypotheses about the stationary density of weakly dependent observations. The test statistic is based on the L2-distance between a non-parametric and a smoothed ...
    • Article  

      Quasi-likelihood inference for negative binomial time series models 

      Christou, V.; Fokianos, Konstantinos (2014)
      We study inference and diagnostics for count time series regression models that include a feedback mechanism. In particular, we are interested in negative binomial processes for count time series. We study probabilistic ...
    • Article  

      Subsampling inference for the mean of heavy-tailed long-memory time series 

      Jach, A.; McElroy, T.; Politis, Dimitris Nicolas (2012)
      In this article, we revisit a time series model introduced by MCElroy and Politis (2007a) and generalize it in several ways to encompass a wider class of stationary, nonlinear, heavy-tailed time series with long memory. ...