Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence

DOI10.1080/00949655.2021.1988947MaRDI QIDQ3390616zbMATH OpenOpenAlexFDO

Authors Donghoon Jeong, Jongho Im, Young-Min Kim

Publication date 24 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2021.1988947

zbMATH Keywords

long-range dependencespectral density functionvariable bandwidthkernel-based density estimatorcosine-based bandwidth selection

Mathematics Subject Classification ID

Statistics (62-XX) Density estimation (62G07)

Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 469135 (Why is no real title available?)
• scientific article; zbMATH DE number 739534 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
• Fractional differencing
• Frequency domain bootstrap for ratio statistics under long-range dependence
• Kernel density estimation for linear processes
• Kernel smoothing of periodograms under Kullback-Leibler discrepancy
• Long-memory processes. Probabilistic properties and statistical methods
• Nonparametric beta kernel estimator for long and short memory time series
• Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
• ON CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY OF A STATIONARY TIME SERIES
• On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• On bandwidth variation in kernel estimates. A square root law
• On bootstrapping kernel spectral estimates
• On the bias of variable bandwidth curve estimators
• Progress in data-based bandwidth selection for kernel density estimation
• Remarks on Some Nonparametric Estimates of a Density Function
• Smoothed cross-validation
• Smoothing methods in statistics
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Variable Kernel Estimates of Multivariate Densities
• Variable bandwidth and local linear regression smoothers
• Variable window width kernel estimates of probability densities

Cited in

(1)

• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions

This page was built for publication: Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3390616)