Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Chang, Christopher C."
Now showing items 1-4 of 4
-
Article
Aggregation of spectral density estimators
Chang, Christopher C.; Politis, Dimitris Nicolas (2014)Given stationary time series data, we study the problem of finding the best linear combination of a set of lag window spectral density estimators with respect to the mean squared risk. We present an aggregation procedure ...
-
Article
Bootstrap with larger resample size for root-n consistent density estimation with time series data
Chang, Christopher C.; Politis, Dimitris Nicolas (2011)We consider finite-order moving average and nonlinear autoregressive processes with no parametric assumption on the error distribution, and present a kernel density estimator of a bootstrap series that estimates their ...
-
Article
Robust Autocorrelation Estimation
Chang, Christopher C.; Politis, Dimitris Nicolas (2016)In this article, we introduce a new class of robust autocorrelation estimators based on interpreting the sample autocorrelation function as a linear regression. We investigate the efficiency and robustness properties of ...
-
Article
Robust Autocorrelation EstimationAAA
Chang, Christopher C.; Politis, Dimitris Nicolas (2016)