On non parametric statistical inference for densities under long-range dependence

DOI10.1080/03610926.2016.1263740MaRDI QIDQ4595909zbMATH OpenOpenAlexFDO

Authors Jan Beran, Nadja Schumm

Publication date 6 December 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1263740

zbMATH Keywords

infinite variancekernel density estimationlong-memory parameterlong-range dependencesimultaneous confidence bandsmoothing dichotomy

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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