Inference for modulated stationary processes

DOI10.3150/11-BEJ399zbMath1259.62077arXiv1302.0114WikidataQ36714461 ScholiaQ36714461MaRDI QIDQ1940756

Xiaoye Li, Zhibiao Zhao

Publication date: 7 March 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.0114

zbMATH Keywords

confidence intervals; long-run variance; wild bootstrap; self-normalization; change-point analysis; strong invariance principle

Mathematics Subject Classification ID

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

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

• Resampling Stats
• astsa

Cites Work

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