Πλοήγηση ανά Θέμα "Stationary time series"

Αποτελέσματα 1-2 από 2

    • Article  

      On comparing several spectral densities 

      Fokianos, Konstantinos; Savvides, A. (2008)
      We investigated the problem of testing equality among spectral densities of several independent stationary processes. Our main methodological contribution is the introduction of a novel semiparametric log-linear model that ...
    • Article  

      Weak convergence of dependent empirical measures with application to subsampling in function spaces 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (1999)
      Consider the problem of inference for a parameter of a stationary time series, where the parameter takes values in a metric space (such as a function space). In this paper, we develop asymptotic theory based on subsampling ...