A frequency domain bootstrap for Whittle estimation under long-range dependence (English)
- New search for: Kim, Young Min
- New search for: Nordman, Daniel J.
- New search for: Kim, Young Min
- New search for: Nordman, Daniel J.
In:
Journal of Multivariate Analysis
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115
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405-420
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2012
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ISSN:
- Article (Journal) / Electronic Resource
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Title:A frequency domain bootstrap for Whittle estimation under long-range dependence
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Contributors:Kim, Young Min ( author ) / Nordman, Daniel J. ( author )
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Published in:Journal of Multivariate Analysis ; 115 ; 405-420
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Publisher:
- New search for: Elsevier Inc.
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Publication date:2012-04-28
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Size:16 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 115
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Archimedean survival processesHoyle, Edward / Mengütürk, Levent Ali et al. | 2011
- 16
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Nonparametric tests for change-point detection à la Gombay and HorváthHolmes, Mark / Kojadinovic, Ivan / Quessy, Jean-François et al. | 2012
- 16
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Nonparametric tests for change-point detection a la Gombay and HorvathHolmes, M. / Kojadinovic, I. / Quessy, J. F. et al. | 2013
- 33
-
The cluster bootstrap consistency in generalized estimating equationsCheng, Guang / Yu, Zhuqing / Huang, Jianhua Z. et al. | 2011
- 48
-
On the extensions of Barlow–Proschan importance index and system signature to dependent lifetimesMarichal, Jean-Luc / Mathonet, Pierre et al. | 2011
- 57
-
ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysisDurrande, N. / Ginsbourger, D. / Roustant, O. / Carraro, L. et al. | 2011
- 68
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Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal dataTang, Nian-Sheng / Zhao, Yuan-Ying et al. | 2011
- 84
-
Optimal transformation: A new approach for covering the central subspacePortier, François / Delyon, Bernard et al. | 2011
- 108
-
Comparison of binary discrimination methods for high dimension low sample size dataBolivar-Cime, A. / Marron, J.S. et al. | 2011
- 122
-
Multidimensional plots and precedence tests for point processes onJordan, Adriana / Ivanoff, B. Gail et al. | 2011
- 122
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Multidimensional plots and precedence tests for point processes onJordan, Adriana et al. | 2013
- 138
-
The dictionary approach for spherical deconvolutionPham Ngoc, Thanh Mai / Rivoirard, Vincent et al. | 2011
- 157
-
Score tests in the presence of errors in covariates in matched case-control studiesSinha, Samiran / Yoo, Seungyoon et al. | 2011
- 172
-
A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variancesXu, Li-Wen / Yang, Fang-Qin / Abula, Aji’erguli / Qin, Shuang et al. | 2012
- 181
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A simplified model for studying bivariate mortality under right-censoringGribkova, Svetlana / Lopez, Olivier / Saint-Pierre, Philippe et al. | 2012
- 193
-
Robustness of designs for model discriminationGhosh, Subir / Dutta, Santanu et al. | 2012
- 204
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Tests for multivariate analysis of variance in high dimension under non-normalitySrivastava, Muni S. / Kubokawa, Tatsuya et al. | 2011
- 217
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Parametric estimation of the driving Levy process of multivariate CARMA processes from discrete observationsBrockwell, P. J. / Schlemm, E. et al. | 2013
- 217
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Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observationsBrockwell, Peter J. / Schlemm, Eckhard et al. | 2011
- 252
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Non-parametric frequency identification and estimation in mean function for almost periodically correlated time seriesLenart, Łukasz et al. | 2011
- 270
-
Smoothed jackknife empirical likelihood inference for the difference of ROC curvesYang, Hanfang / Zhao, Yichuan et al. | 2012
- 285
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Weak conditions for shrinking multivariate nonparametric density estimatorsSancetta, Alessio et al. | 2012
- 301
-
Modified estimators of the contribution rates of population eigenvaluesSheena, Yo et al. | 2011
- 317
-
Consistency of sparse PCA in High Dimension, Low Sample Size contextsShen, Dan / Shen, Haipeng / Marron, J.S. et al. | 2012
- 334
-
Likelihood ratio tests for positivity in polynomial regressionsKato, Naohiro / Kuriki, Satoshi et al. | 2012
- 347
-
Information preserving sufficient summaries for dimension reductionNelson, David / Noorbaloochi, Siamak et al. | 2011
- 359
-
Optimal robust M-estimators using Renyi pseudodistancesToma, A. / Leoni-Aubin, S. et al. | 2013
- 359
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Optimal robust -estimators using Rényi pseudodistancesToma, Aida / Leoni-Aubin, Samuela et al. | 2011
- 359
-
Optimal robust -estimators using Rényi pseudodistancesToma, Aida et al. | 2013
- 374
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Robust monitoring of CAPM portfolio betasChochola, Ondřej / Hušková, Marie / Prášková, Zuzana / Steinebach, Josef G. et al. | 2012
- 396
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Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn modelKeef, Caroline / Papastathopoulos, Ioannis / Tawn, Jonathan A. et al. | 2011
- 405
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A frequency domain bootstrap for Whittle estimation under long-range dependenceKim, Young Min / Nordman, Daniel J. et al. | 2012
- 421
-
Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local featuresTimmermans, Catherine / Delsol, Laurent / von Sachs, Rainer et al. | 2011
- 445
-
Variable selection for general transformation models with right censored data via nonconcave penaltiesLi, Jianbo / Gu, Minggao / Zhang, Riquan et al. | 2011
- 457
-
Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible lawsMai, Jan-Frederik / Scherer, Matthias / Shenkman, Natalia et al. | 2012
- 481
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A new index to measure positive dependence in trivariate distributionsGarcía, Jesús E. / González-López, V.A. / Nelsen, R.B. et al. | 2011
- 496
-
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimensionKubokawa, Tatsuya / Hyodo, Masashi / Srivastava, Muni S. et al. | 2011
- 516
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Extrapolation of stable random fieldsKarcher, Wolfgang / Shmileva, Elena / Spodarev, Evgeny et al. | 2011
- IFC
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Editorial Board| 2012