STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES

DOI10.1111/JTSA.12056zbMATH Open1301.62085OpenAlexW1542646203MaRDI QIDQ2933196FDOQ2933196

Authors: Violetta Dalla, L. Giraitis, Hira L. Koul 

Publication date: 10 December 2014

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

Full work available at URL: https://doi.org/10.1111/jtsa.12056

Recommendations

• Asymptotic normality for weighted sums of linear processes
• Asymptotic normality for weighted sums of linear processes
• A general result on complete convergence for weighted sums of linear processes and its statistical applications
• Weighted approximations for Studentized \(U\)-statistics
• scientific article; zbMATH DE number 3907471
• Weighted means of processes in stochastic approximation
• scientific article; zbMATH DE number 3982362
• Uniform asymptotic normality of weighted sums of short-memory linear processes

zbMATH Keywords

long memoryweighted sumlinear processshort memory

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• On bootstrap confidence intervals in nonparametric regression
• Title not available (Why is that?)
• ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
• Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
• Large-sample inference for nonparametric regression with dependent errors
• Two estimators of the long-run variance: beyond short memory
• Self-normalized large deviations
• Bootstrap confidence intervals in nonparametric regression with built-in bias correction
• Nonparametric regression with heteroscedastic long memory errors
• Central limit theorems for quadratic forms with time-domain conditions
• Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
• Inference for modulated stationary processes

Cited In (2)

• Asymptotic normality of quadratic forms of martingale differences
• GLS estimation and confidence sets for the date of a single break in models with trends

This page was built for publication: STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2933196)