Narrow search
Showing 1 - 6 of 6
Cover Image
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 182 (2014) 1, pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
Cover Image
A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-621
Persistent link: https://www.econbiz.de/10009380004
Cover Image
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee - In: Econometric reviews 31 (2012) 4/6, pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Cover Image
A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
Cover Image
On the behavior of nonparametric density and spectral density estimators at zero points of their support
Politis, Dimitris N. - 2012
Persistent link: https://www.econbiz.de/10010205484
Cover Image
Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions
Pan, Li; Politis, Dimitris N. - 2014
Persistent link: https://www.econbiz.de/10010370899