Browsing by Subject "Kernel smoothing"

Now showing items 1-9 of 9

    • Article  

      AAA Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (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 ...
    • Article  

      Adaptive bandwidth choice 

      Politis, Dimitris Nicolas (2003)
      In this paper, we consider the problem of bandwidth choice in the parallel settings of nonparametric kernel smoothed spectra] density and probability density estimation. We propose a new class of 'plug-in' type bandwidth ...
    • Article  

      Local block bootstrap inference for trending time series 

      Dowla, A.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2013)
      Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic ...
    • Article  

      Local block bootstrap inference for trending time seriesAAA 

      Dowla, A.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2013)
      Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic ...
    • Article  

      Nonlinear spectral density estimation: Thresholding the correlogram 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2012)
      Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...
    • Article  

      Nonlinear spectral density estimation: Thresholding the correlogramAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2012)
      Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...
    • Article  

      Nonparametric regression with infinite order flat-top kernels 

      McMurry, T. L.; Politis, Dimitris Nicolas (2004)
      The problem of nonparametric regression is addressed, and a kernel smoothing estimator is proposed which has favorable asymptotic performance (bias, variance and mean squared error). The proposed class of kernels is ...
    • Article  

      Normalized least-squares estimation in time-varying arch models 

      Fryzlewicz, P.; Sapatinas, Theofanis; Subba Rao, S. (2008)
      We investigate the time-varying ARCH (tvARCH) process. It is shown that it can be used to describe the slow decay of the sample autocorrelations of the squared returns often observed in financial time series, which warrants ...
    • Article  

      Wavelet density estimation for weighted data 

      Cutillo, L.; De Feis, I.; Nikolaidou, C.; Sapatinas, Theofanis (2014)
      We consider the estimation of a density function on the basis of a random sample from a weighted distribution. We propose linear and nonlinear wavelet density estimators, and provide their asymptotic formulae for mean ...