| dc.contributor.author | Krampe, J. | en |
| dc.contributor.author | Kreiss, J. -P | en |
| dc.contributor.author | Paparoditis Efstathios, E. | en |
| dc.creator | Krampe, J. | en |
| dc.creator | Kreiss, J. -P | en |
| dc.creator | Paparoditis Efstathios, E. | en |
| dc.date.accessioned | 2019-12-02T10:36:33Z | |
| dc.date.available | 2019-12-02T10:36:33Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57180 | |
| dc.description.abstract | Based on consistency and asymptotic normality of a nonparametric kernel trend estimation in the context of locally stationary processes, validity of a hybrid wild bootstrap approach for estimating the distribution of the nonparametric estimator is established. Simulations are presented. © 2015 Elsevier B.V. | en |
| dc.source | Statistics and Probability Letters | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84925639480&doi=10.1016%2fj.spl.2015.03.003&partnerID=40&md5=a3fff0a553ea2ada04f929a014c8aeec | |
| dc.subject | Bootstrap | en |
| dc.subject | Kernel estimation | en |
| dc.subject | Locally stationary processes | en |
| dc.subject | Trend function | en |
| dc.title | Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1016/j.spl.2015.03.003 | |
| dc.description.volume | 101 | |
| dc.description.startingpage | 54 | |
| dc.description.endingpage | 63 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :1</p> | en |
| dc.source.abbreviation | Stat.Probab.Lett. | en |
| dc.contributor.orcid | Paparoditis Efstathios, E. [0000-0003-1958-781X] | |
| dc.gnosis.orcid | 0000-0003-1958-781X | |
