Browsing by Subject "Overdifferencing"
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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 50-60years. Nevertheless, less is ...
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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 ...