Copertina

Estimation of the long-run variance of nonlinear time series with an application to change point analysis

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Characiejus, Vaidotas, Kokoszka, Piotr, Meng, Xiangdong
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistics Theory 62M10, 62M15
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Prokhorov Metric Convergence of the Partial Sum Process for Reconstructed Functional Data
di: Kutta, Tim, et al.
Pubblicazione: (2025)

Testing for unspecified periodicities in binary time series
di: Schmidtke, Finn, et al.
Pubblicazione: (2024)

Parametric generalized spectrum for heavy-tailed time series
di: Goto, Yuichi, et al.
Pubblicazione: (2026)

Residual spectrum: Brain functional connectivity detection beyond coherence
di: Goto, Yuichi, et al.
Pubblicazione: (2023)

Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
di: Kirch, Claudia, et al.
Pubblicazione: (2024)

On filter-type estimation of discretely sampled cyclic long-memory processes
di: Ayache, Antoine, et al.
Pubblicazione: (2024)

TWIN: Two window inspection for online change point detection
di: Bastian, Patrick, et al.
Pubblicazione: (2025)

Fractional Cointegration of Geometric Functionals
di: Caponera, Alessia, et al.
Pubblicazione: (2025)

Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
di: Eckle, Theresa, et al.
Pubblicazione: (2024)

Multiscale detection of practically significant changes in a gradually varying time series
di: Bastian, Patrick, et al.
Pubblicazione: (2025)

Bayesian joint quantile autoregression
di: Castillo-Mateo, Jorge, et al.
Pubblicazione: (2023)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
di: Ribeiro, Tatiane Fontana, et al.
Pubblicazione: (2025)

Optimal break tests for large linear time series models
di: Gupta, Abhimanyu, et al.
Pubblicazione: (2025)

Identification and Estimation of Multi-order Tensor Factor Models
di: Cen, Zetai
Pubblicazione: (2025)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
di: Ginovyan, Mamikon S.
Pubblicazione: (2026)

Two step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
di: Fujimori, Kou, et al.
Pubblicazione: (2024)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
di: Verma, Victor, et al.
Pubblicazione: (2024)

Estimation of Lévy-driven CARMA models under renewal sampling
di: Bosserhoff, Frank, et al.
Pubblicazione: (2026)

Aliasing Effects for Samples of Spin Random Fields on the Sphere
di: Durastanti, Claudio
Pubblicazione: (2024)

M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
di: Shimizu, Yasutaka
Pubblicazione: (2025)

Asymptotic Equivalence of Locally Stationary Processes and Bivariate White Noise
di: Butucea, Cristina, et al.
Pubblicazione: (2024)

Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
di: Bibinger, Markus, et al.
Pubblicazione: (2022)

Estimation of the intercept parameter in integrated Galton-Watson processes
di: Lu, Yang
Pubblicazione: (2026)

Forecasting High Dimensional Time Series with Dynamic Dimension Reduction
di: Peña, Daniel, et al.
Pubblicazione: (2025)

Pivotal inference for linear predictions in stationary processes
di: Dette, Holger, et al.
Pubblicazione: (2025)

Nonparametric Vector Quantile Autoregression
di: González-Sanz, Alberto, et al.
Pubblicazione: (2025)

Multiscale Change Point Detection for Functional Time Series
di: Kutta, Tim, et al.
Pubblicazione: (2025)

Likelihood asymptotics of stationary Gaussian arrays
di: Chong, Carsten H., et al.
Pubblicazione: (2025)

Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
di: Aknouche, Abdelhakim, et al.
Pubblicazione: (2026)

On Testing Kronecker Product Structure in Tensor Factor Models
di: Cen, Zetai, et al.
Pubblicazione: (2025)

Detecting relevant deviations from the white noise assumption for non-stationary time series
di: Bastian, Patrick
Pubblicazione: (2024)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
di: Pumi, Guilherme, et al.
Pubblicazione: (2025)

Multiple change-points detection based on U-Statistics under weak dependence
di: Ngatchou-Wandji, Joseph, et al.
Pubblicazione: (2025)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
di: Żuławiński, Wojciech, et al.
Pubblicazione: (2023)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
di: Pumi, Guilherme, et al.
Pubblicazione: (2026)

Compositional dynamic modelling for causal prediction in multivariate time series
di: Li, Kevin, et al.
Pubblicazione: (2024)

An Approximate Bayesian Approach to Optimal Input Signal Design for System Identification
di: Bania, Piotr, et al.
Pubblicazione: (2025)

Sequential Outlier Detection in Non-Stationary Time Series
di: Heinrichs, Florian, et al.
Pubblicazione: (2025)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
di: Heinrichs, Florian
Pubblicazione: (2025)

Testing LRD in the spectral domain for functional time series in manifolds
di: Ruiz-Medina, M. D., et al.
Pubblicazione: (2024)