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Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation

Hallin, Marc; Tran, Lanh - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 429-449

Persistent link: https://www.econbiz.de/10005616134

Asymptotic Normality of Kernel Density Estimators under Dependence

Lu, Zudi - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 447-468

Persistent link: https://www.econbiz.de/10005616477

Identification of non-minimum phase transfer function using higher-order spectrum

Kumon, Masayuki - In: Annals of the Institute of Statistical Mathematics 44 (1992) 2, pp. 239-260

Persistent link: https://www.econbiz.de/10005169196

Nonparametric Density Estimation for a Long-Range Dependent Linear Process

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 52 (2000) 4, pp. 599-611

Persistent link: https://www.econbiz.de/10005169198

Edgeworth expansions for spectral mean estimates with applications to Whittle estimates

Janas, Daniel - In: Annals of the Institute of Statistical Mathematics 46 (1994) 4, pp. 667-682

Persistent link: https://www.econbiz.de/10005169251

Nonparametric quantile regression with heavy-tailed and strongly dependent errors

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 23-47

We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design. We estimate the conditional qth quantile by local linear regression and investigate...

Persistent link: https://www.econbiz.de/10010634437

The SLEX Model of a Non-Stationary Random Process

Ombao, Hernando; Raz, Jonathan; Sachs, Rainer von; Guo, … - In: Annals of the Institute of Statistical Mathematics 54 (2002) 1, pp. 171-200

Persistent link: https://www.econbiz.de/10005395551

Bootstrap in moving average models

Bose, Arup - In: Annals of the Institute of Statistical Mathematics 42 (1990) 4, pp. 753-768

Persistent link: https://www.econbiz.de/10005395699

Weighted Empirical Likelihood Ratio Confidence Intervals for the Mean with Censored Data

Ren, Jian-Jian - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 498-516

Persistent link: https://www.econbiz.de/10005395701

On the asymptotic accuracy of the bootstrap under arbitrary resampling size

Arcones, Miguel - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 563-583

Persistent link: https://www.econbiz.de/10005395734