Browsing by Subject "Spectral estimation"

Now showing items 1-2 of 2

    • 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  

      Distribution theory for the studentized mean for long, short, and negative memory time series 

      McElroy, T.; Politis, Dimitris Nicolas (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 ...