Inference for modulated stationary processes
From MaRDI portal
Publication:1940756
DOI10.3150/11-BEJ399zbMath1259.62077arXiv1302.0114WikidataQ36714461 ScholiaQ36714461MaRDI QIDQ1940756
Publication date: 7 March 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.0114
confidence intervals; long-run variance; wild bootstrap; self-normalization; change-point analysis; strong invariance principle
60F05: Central limit and other weak theorems
62M09: Non-Markovian processes: estimation
62F10: Point estimation
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
60F17: Functional limit theorems; invariance principles
62M07: Non-Markovian processes: hypothesis testing
Related Items
Change-point inference for high-dimensional heteroscedastic data, A distribution free test for changes in the trend function of locally stationary processes, Rank-based change-point analysis for long-range dependent time series, STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES
Uses Software
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