In a sample X1,...,XN, independently and identically distributed with distribution F, a linear statistic can be defined, where Ti=ø(Xi), and ø(·) is some function. For this statistics, a 'natural' nonparametric variance estimator is the sample variance , the denominator N-1 often being used...

The problem of subsampling in two-sample and K-sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case where each sample is a stationary time series, and construct subsampling confidence intervals and hypothesis tests...

This paper studies taper-based estimates of the spectral density utilizing a fixed bandwidth ratio asymptotic framework, and makes several theoretical contributions: (i) we treat multiple frequencies jointly, (ii) we allow for long-range dependence or anti-persistence at differing frequencies,...

We consider the problem of estimating the variance of the partial sums of a stationary time series that has either long memory, short memory, negative/intermediate memory, or is the first-difference of such a process. The rate of growth of this variance depends crucially on the type of memory,...