Using randomization to improve performance of a variance estimator of strongly dependent errors

DOI10.4064/AM39-3-2zbMath1273.62082OpenAlexW2319091521MaRDI QIDQ2913196

Artur Bryk

Publication date: 26 September 2012

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am39-3-2

zbMATH Keywords

randomizationlinear processlong-range dependencefixed-design regressionRice estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• longmemo

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