Browsing by Subject "Nonparametric estimation"
Now showing items 112 of 12

Article
AAA Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support
(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 5060years. Nevertheless, less is ...

Article
Bootstrapping the local periodogram of locally stationary processes
(2008)Locally stationary processes are nonstationary stochastic processes the secondorder structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary ...

Article
Higherorder accurate polyspectral estimation with flattop lagwindows
(2009)Improved performance in higherorder spectral density estimation is achieved using a general class of infiniteorder kernels. These estimates are asymptotically less biased but with the same order of variance as compared ...

Article
The Impact of Bootstrap Methods on Time Series Analysis
(2003)Sparked by Efron's seminal paper, the decade of the 1980s was a period of active research on bootstrap methods for independent data  mainly i.i.d. or regression setups. By contrast, in the 1990s much research was directed ...

Article
Modelfree modelfitting and predictive distributions
(2013)The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully modelfree environment for predictive inference, i.e., point predictors and predictive intervals. ...

Article
Moment estimation for statistics from marked point processes
(2001)In spatial statistics the data typically consist of measurements of some quantity at irregularly scattered locations

Article
Multichannel boxcar deconvolution with growing number of channels
(2011)We consider the problem of estimating the unknown response function in the multichannel deconvolution model with a boxcarlike kernel which is of particular interest in signal processing. It is known that, when the number ...

Article
Nonparametric Maximum Entropy
(1993)The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting ...

Article
Nonparametric resampling for homogeneous strong mixing random fields
(1993)Künsch (1989, Ann. Statist.17 12171241) and Liu ane Singh (1992, in Exploring Limits of Bootstrap (R. Le Page and L. Billard, Eds.), pp. 225248, Wiley, New York) have recently introduced a block resampling method that ...

Article
On Subsampling Estimators with Unknown Rate of Convergence
(1999)Politis and Romano have put forth a general subsampling methodology for the construction of largesample confidence regions for a general unknown parameter θ associated with the probability distribution generating the ...

Article
Subsampling confidence intervals for parameters of atmospheric time series: Block size choice and calibration
(2005)Problems of practical implementation of the computer intensive subsampling methodology are addressed by Monte Carlo simulations of a situation typical for atmospheric time series. The motivating data were collected under ...

Article
Testing the rank of Engel curves with endogenous expenditure
(1999)We find that the endogeneity of consumer expenditure tends to increase the estimated rank of Engel curves. This result, based on nonparametric procedure, is in line with previous results obtained in the context of parametric ...