Variance function estimation of a one-dimensional nonstationary process

DOI10.1016/J.JKSS.2019.01.001MaRDI QIDQ2325313zbMATH OpenOpenAlexFDO

Authors Eunice J. Kim, Zhengyuan Zhu

Publication date 25 September 2019

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://lib.dr.iastate.edu/cgi/viewcontent.cgi?article=1155&context=stat_las_pubs

zbMATH Keywords

correlated errorsdifference-basednonparametric estimationnonstationary processvariance function estimation

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from spatial processes (62M30)

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Cites work

• Adaptive variance function estimation in heteroscedastic nonparametric regression
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
• Effect of mean on variance function estimation in nonparametric regression
• scientific article; zbMATH DE number 3917463 (Why is no real title available?)
• scientific article; zbMATH DE number 4100415 (Why is no real title available?)
• Interpolation of spatial data. Some theory for kriging
• Introduction to nonparametric estimation
• Local likelihood estimation for nonstationary random fields
• Nonparametric estimation of residual variance revisited
• Nonparametric regression with correlated errors.
• On estimation of noise variance in two-dimensional signal processing
• Residual variance and residual pattern in nonlinear regression
• The Mean Square Successive Difference
• Variance estimation in nonparametric regression via the difference sequence method

Cited in

(6)

• Nonparametric estimation of a log-variance function in scale-space
• The variance profile
• scientific article; zbMATH DE number 6471962 (Why is no real title available?)
• Functional Variance Processes
• Two-stage variational mode decomposition approach to enhance the estimates of variance function
• Nonparametric variance function estimation with missing data

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