Browsing by Subject "Lag-windows"
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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
On flat-top kernel spectral density estimators for homogeneous random fields
(1996)The problem of nonparametric estimation of the spectral density function of a partially observed homogeneous random field is addressed. In particular, a class of estimators with favorable asymptotic performance (bias, ...