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

DOI10.1080/03610918.2018.1516291OpenAlexW2903883467WikidataQ128703695 ScholiaQ128703695MaRDI QIDQ5088111

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1516291

zbMATH Keywords

kernel smoothing long memory Gaussian subordination replicates empirical moment generating function

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest

Uses Software

KernSmooth
longmemo

Cites Work

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