dc.contributor.author | Paparoditis Efstathios, E. | en |
dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Paparoditis Efstathios, E. | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:37:34Z | |
dc.date.available | 2019-12-02T10:37:34Z | |
dc.date.issued | 2015 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57438 | |
dc.description.abstract | The asymptotic behaviour of nonparametric estimators of the stationary density and of the spectral density function of a stationary process have been studied in some detail in the last 50-60years. Nevertheless, less is known about the behaviour of these estimators when the target function happens to vanish at the point of interest. In the article at hand, we fill this gap and show that asymptotic normality still holds true but with super-efficient and different rates of convergence for the density and for the spectral density estimators that are affected also by the dependence structure of the process. © 2015 Wiley Publishing Ltd. | en |
dc.source | Journal of Time Series Analysis | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84931863950&doi=10.1111%2fjtsa.12142&partnerID=40&md5=3fcdeb016e4202db366336f39b3bb3d9 | |
dc.subject | Time series | en |
dc.subject | Nonparametric estimation | en |
dc.subject | Central limit theorem | en |
dc.subject | Kernel smoothing | en |
dc.subject | Overdifferencing | en |
dc.title | AAA Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1111/jtsa.12142 | |
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>Article in Press</p> | en |
dc.source.abbreviation | J.Time Ser.Anal. | en |
dc.contributor.orcid | Paparoditis Efstathios, E. [0000-0003-1958-781X] | |
dc.gnosis.orcid | 0000-0003-1958-781X | |