Browsing by Subject "Kernel"
Now showing items 1-4 of 4
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Conference Object
Bootstrap confidence bands for spectra and cross-spectra
(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 ...
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Article
Consistent Testing for Pairwise Dependence in Time Series
(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 ...
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Article
Distribution theory for the studentized mean for long, short, and negative memory time series
(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 ...
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Article
Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order
(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. ...