Πλοήγηση Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics ανά Θέμα "Kernel"

Αποτελέσματα 1-4 από 4

    • Conference Object  

      Bootstrap confidence bands for spectra and cross-spectra 

      Politis, Dimitris Nicolas; Romano, Joseph P.; Lai, Tze-Leung (Publ by IEEE, 1989)
      Summary form only given. Nonparametric bootstrap confidence intervals and bands have been constructed from kernel and lag-window spectral estimators. The results can be of use in a finite sample situation, especially when ...
    • Article  

      Consistent Testing for Pairwise Dependence in Time Series 

      Fokianos, Konstantinos; Pitsillou, M. (2017)
      We consider the problem of testing pairwise dependence for stationary time series. For this, we suggest the use of a Box–Ljung-type test statistic that is formed after calculating the distance covariance function among ...
    • Article  

      Distribution theory for the studentized mean for long, short, and negative memory time series 

      McElroy, T.; Politis, Dimitris Nicolas (2013)
      We consider the problem of estimating the variance of the partial sums of a stationary time series that has either long memory, short memory, negative/intermediate memory, or is the first-difference of such a process. The ...
    • Article  

      Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order 

      Politis, Dimitris Nicolas; Romano, J. P. (1999)
      The problem of nonparametric estimation of a multivariate density function is addressed. In particular, a general class of estimators with favorable asymptotic performance (bias, variance, rate of convergence) is proposed. ...