Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
From MaRDI portal
(Redirected from Publication:3608191)
Recommendations
- scientific article; zbMATH DE number 3940442
- Asymptotically efficient nonparametric estimation of functionals of a spectral density function
- Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros
- Spectral density estimation from random sampling for multiplicative stationary processes
- Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
- A Consistent Nonparametric Spectral Estimator for Randomly Sampled Signals
- Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
- On nonparametric estimates for the derivatives of the spectral density for a discrete-time stationary stochastic process
Cites work
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- An Improved Formula for the Asymptotic Variance of Spectrum Estimates
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- Mathematical Considerations in the Estimation of Spectra
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
- PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
- Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
- THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN
Cited in
(22)- Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
- Nonparametric pseudo-Lagrange multiplier stationarity testing
- Inference on difference-in-differences average treatment effects: a fixed-b approach
- Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
- Improving robust model selection tests for dynamic models
- Stationarity testing under nonlinear models. Some asymptotic results
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Fixed-b analysis of LM-type tests for a shift in mean
- A test of the null of integer integration against the alternative of fractional integration
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- Small-\(b\) and fixed-\(b\) asymptotics for weighted covariance estimation in fractional cointegration
- A Review of Seasonal Adjustment Diagnostics
- Some fixed-b results for regressions with high frequency data over long spans
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Testing for adequacy of seasonal adjustment in the frequency domain
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
This page was built for publication: Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608191)
