On inference for modes under long memory

DOI10.1111/SJOS.12476MaRDI QIDQ5001011zbMATH OpenOpenAlexFDO

Authors Jan Beran, Klaus Telkmann

Publication date 16 July 2021

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12476

zbMATH Keywords

kernel density estimationlinear processlong-range dependencemodeuniform reduction principle

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Kernel estimators of mode under -weak dependence
• On non parametric statistical inference for densities under long-range dependence
• On nonparametric density estimation for multivariate linear long-memory processes
• Simple estimation of the mode of a multivariate density
• A note on density mode estimation

This page was built for publication: On inference for modes under long memory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5001011)