A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support

DOI10.1111/jtsa.12142zbMath1383.62101OpenAlexW1951009990MaRDI QIDQ2789388

Dimitris N. Politis, Efstathios Paparoditis

Publication date: 29 February 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12142

zbMATH Keywords

time serieskernel smoothingcentral limit theoremnonparametric estimationoverdifferencing

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Bias reduction by transformed flat-top Fourier series estimator of density on compact support

Cites Work

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• ON THE COVARIANCE OF THE PERIODOGRAM
• Nonlinear system theory: Another look at dependence
• FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
• Basic Considerations in the Estimation of Spectra

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