On non parametric statistical inference for densities under long-range dependence

DOI10.1080/03610926.2016.1263740zbMATH Open1379.62028OpenAlexW2558555315MaRDI QIDQ4595909FDOQ4595909

Authors: Jan Beran, Nadja Schumm 

Publication date: 6 December 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1263740

Recommendations

• On central and non-central limit theorems in density estimation for sequences of long-range dependence
• scientific article; zbMATH DE number 1944315
• Nonparametric density estimation for a long-range dependent linear process
• Convergence rates in density estimation for data from infinite-order moving average processes
• On nonparametric density estimation for multivariate linear long-memory processes

zbMATH Keywords

kernel density estimationlong-range dependenceinfinite variancesimultaneous confidence bandlong-memory parametersmoothing dichotomy

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited In (6)

• On nonparametric ridge estimation for multivariate long-memory processes
• On inference based on the one-sample sign statistic for long-range dependent data
• On inference for modes under long memory
• Title not available (Why is that?)
• Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
• Density estimation under long-range dependence

This page was built for publication: On non parametric statistical inference for densities under long-range dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4595909)