On estimating the marginal distribution of a detrended series with long memory

DOI10.1080/03610926.2016.1275698zbMath1384.62288OpenAlexW2563883355MaRDI QIDQ4605235

Sucharita Ghosh

Publication date: 21 February 2018

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1275698

zbMATH Keywords

kernel smoothinglong-range dependenceGaussian subordination

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates

Uses Software

• KernSmooth
• longmemo

Cites Work

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