Search
Now showing items 1-10 of 146
Higher-order accurate polyspectral estimation with flat-top lag-windows
(2009)
Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared ...
Robust Autocorrelation Estimation
(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 ...
Moderate deviations in subsampling distribution estimation
(2001)
In Politis and Romano (1994) the subsampling methodology was put forth for approximating the sampling distribution (and the corresponding quantiles) of general statistics from i.i.d. and stationary data. In this note, we ...
Aggregation of spectral density estimators
(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 ...
Modeling 2-D AR processes with various regions of support
(2007)
We show that there exists a causal 2-D linear process in the nonsymmetric half-plane having the same autocorrelations as a noncausal 2-D linear process in the whole-plane