Using randomization to improve performance of a variance estimator of strongly dependent errors

DOI10.4064/AM39-3-2zbMATH Open1273.62082OpenAlexW2319091521MaRDI QIDQ2913196FDOQ2913196

Artur Bryk

Publication date: 26 September 2012

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am39-3-2

Recommendations

• Using randomization to improve the performance of regression estimators under dependence
• Randomized Fixed Design Regression under Long-Range-Dependent Errors
• Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average
• Random-design regression under long-range dependent errors
• Contrasts under long-range correlations

zbMATH Keywords

randomizationlong-range dependencelinear processfixed-design regressionRice estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (1)

• Contrasts under long-range correlations

Uses Software

• longmemo

This page was built for publication: Using randomization to improve performance of a variance estimator of strongly dependent errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2913196)