Nonparametric functionals of spectral distributions and their applications to time series analy\-sis

DOI10.1016/J.JSPI.2006.06.025zbMATH Open1104.62102OpenAlexW1972214346MaRDI QIDQ866648FDOQ866648

Tze Leung Lai, Haipeng Xing

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.025

zbMATH Keywords

change pointweak convergencefrequency domainlinear processcentroid frequencyEMG studies of muscle fatigue

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Subsampling
• Asymptotic theory of statistical inference for time series
• Remarks on Some Nonparametric Estimates of a Density Function
• The first-passage density of a continuous gaussian process to a general boundary
• Testing and estimating change-points in time series
• On Estimation of a Probability Density Function and Mode
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
• Title not available (Why is that?)
• Title not available (Why is that?)
• Boundary crossing probabilities and statistical applications
• Nonparametric approach for non-Gaussian vector stationary processes
• On estimation of the integrals of the fourth order cumulant spectral density
• Title not available (Why is that?)
• Limiting behavior of functionals of higher-order sample cumulant spectra
• Goodness of fit tests for spectral distributions
• Title not available (Why is that?)
• Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
• First exit densities of Brownian motion through one-sided moving boundaries
• Curve Estimates
• Limiting behavior of functionals of the sample spectral distribution
• Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
• The Asymptotic Behavior of an Estimate for the Spectral Function of a Stationary Gaussian Process

Cited In (8)

• Title not available (Why is that?)
• Asymptotic Nonparametric Statistical Analysis of Stationary Time Series
• Frequency domain theory for functional time series: variance decomposition and an invariance principle
• Non-Stationary Samples and Meta-Distribution
• The functional nonparametric model and applications to spectrometric data
• Empirical spectral processes and their applications to time series analysis
• Title not available (Why is that?)
• SPHARMA approximations for stationary functional time series on the sphere

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