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

DOI10.1080/03610926.2016.1263740zbMath1379.62028OpenAlexW2558555315MaRDI QIDQ4595909

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

zbMATH Keywords

long-range dependenceinfinite variancekernel density estimationsimultaneous confidence bandlong-memory parametersmoothing dichotomy

Mathematics Subject Classification ID

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

Related Items (1)

On nonparametric ridge estimation for multivariate long-memory processes

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