Πλοήγηση Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics ανά Θέμα "Kernel estimation"
Αποτελέσματα 1-3 από 3
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Article
Bootstrapping locally stationary processes
(2015)We propose a non-parametric method to bootstrap locally stationary processes which combines a time domain wild bootstrap approach with a non-parametric frequency domain approach. The method generates pseudotime series which ...
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Article
Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
(2015)Based on consistency and asymptotic normality of a nonparametric kernel trend estimation in the context of locally stationary processes, validity of a hybrid wild bootstrap approach for estimating the distribution of the ...
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Article
Validating stationarity assumptions in time series analysis by rolling local periodograms
(2010)We propose a simple and powerful procedure to validate the assumption of weak stationarity in time series analysis. Our focus is on processes with a slowly varying autocovariance structure. The procedure evaluates the ...