Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density
Fuente:
arXiv
Saved in:
| Main Authors: | Kreiss, Jens-Peter, Leucht, Anne, Paparoditis, Efstathios |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Gaussian Approximation for Lag‐Window Estimators and the Construction of Confidence Bands for the Spectral Density
by: Jens‐Peter Kreiß, et al.
Published: (2025)
by: Jens‐Peter Kreiß, et al.
Published: (2025)
Detecting Periodicity of a General Stationary Time Series via AR(2)-Model Fitting
by: Kreiss, Jens-Peter, et al.
Published: (2025)
by: Kreiss, Jens-Peter, et al.
Published: (2025)
Frequency Domain Statistical Inference for High-Dimensional Time Series
by: Krampe, Jonas, et al.
Published: (2022)
by: Krampe, Jonas, et al.
Published: (2022)
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
by: Paparoditis, Efstathios, et al.
Published: (2024)
by: Paparoditis, Efstathios, et al.
Published: (2024)
Trend estimation for time series with polynomial-tailed noise
by: Neumann, Michael H., et al.
Published: (2025)
by: Neumann, Michael H., et al.
Published: (2025)
A log-linear model for non-stationary time series of counts
by: Leucht, Anne, et al.
Published: (2023)
by: Leucht, Anne, et al.
Published: (2023)
Semi-Parametric Estimation of Incubation and Generation Times by Means of Laguerre Polynomials
by: Kreiss, Alexander, et al.
Published: (2020)
by: Kreiss, Alexander, et al.
Published: (2020)
Correlation bounds, mixing and m-dependence under random time-varying network distances with an application to Cox-Processes
by: Kreiss, Alexander
Published: (2019)
by: Kreiss, Alexander
Published: (2019)
On Gaussian Approximation for M-Estimator
by: Imaizumi, Masaaki, et al.
Published: (2020)
by: Imaizumi, Masaaki, et al.
Published: (2020)
Universal Bootstrap for Spectral Statistics: Beyond Gaussian Approximation
by: Zhang, Guoyu, et al.
Published: (2024)
by: Zhang, Guoyu, et al.
Published: (2024)
Common Drivers in Sparsely Interacting Hawkes Processes
by: Kreiss, Alexander, et al.
Published: (2025)
by: Kreiss, Alexander, et al.
Published: (2025)
Debiasing Welch's Method for Spectral Density Estimation
by: Astfalck, Lachlan C., et al.
Published: (2023)
by: Astfalck, Lachlan C., et al.
Published: (2023)
Gaussian Approximation For Non-stationary Time Series with Optimal Rate and Explicit Construction
by: Bonnerjee, Soham, et al.
Published: (2024)
by: Bonnerjee, Soham, et al.
Published: (2024)
Testing for correlation between network structure and high-dimensional node covariates
by: Fuchs-Kreiss, Alexander, et al.
Published: (2025)
by: Fuchs-Kreiss, Alexander, et al.
Published: (2025)
Testing For Global Covariate Effects in Dynamic Interaction Event Networks
by: Kreiss, Alexander, et al.
Published: (2021)
by: Kreiss, Alexander, et al.
Published: (2021)
Hypergeometric Distribution Revisited: Tail Inequalities, Confidence Bounds and Sample Sizes
by: George, Anne-Marie
Published: (2024)
by: George, Anne-Marie
Published: (2024)
On the Approximation Accuracy of Gaussian Variational Inference
by: Katsevich, Anya, et al.
Published: (2023)
by: Katsevich, Anya, et al.
Published: (2023)
Spectral Estimators for Structured Generalized Linear Models via Approximate Message Passing
by: Zhang, Yihan, et al.
Published: (2023)
by: Zhang, Yihan, et al.
Published: (2023)
Confidence Intervals Using Turing's Estimator: Simulations and Applications
by: Chang, Jie, et al.
Published: (2025)
by: Chang, Jie, et al.
Published: (2025)
Simultaneous Confidence Bands for Functional Data Using the Gaussian Kinematic Formula
by: Telschow, Fabian J. E., et al.
Published: (2019)
by: Telschow, Fabian J. E., et al.
Published: (2019)
A Spectral Framework for Closed-Form Relative Density Estimation
by: Bach, Francis
Published: (2026)
by: Bach, Francis
Published: (2026)
Optimal Estimation in Orthogonally Invariant Generalized Linear Models: Spectral Initialization and Approximate Message Passing
by: Zhang, Yihan, et al.
Published: (2026)
by: Zhang, Yihan, et al.
Published: (2026)
Uncertainty Quantification and Confidence Intervals for Naive Rare-Event Estimators
by: Bai, Yuanlu, et al.
Published: (2023)
by: Bai, Yuanlu, et al.
Published: (2023)
Gaussian Approximations for the $k$th coordinate of sums of random vectors
by: Ding, Yixi, et al.
Published: (2024)
by: Ding, Yixi, et al.
Published: (2024)
Density Estimation Using the Sinc Kernel
by: Glad, Ingrid Kristine, et al.
Published: (2026)
by: Glad, Ingrid Kristine, et al.
Published: (2026)
Existence of Direct Density Ratio Estimators
by: Banzato, Erika, et al.
Published: (2025)
by: Banzato, Erika, et al.
Published: (2025)
An Upper Confidence Bound Approach to Estimating the Maximum Mean
by: Kun, Zhang, et al.
Published: (2024)
by: Kun, Zhang, et al.
Published: (2024)
Optimal Confidence Band for Kernel Gradient Flow Estimator
by: Cheng, Yuqian, et al.
Published: (2026)
by: Cheng, Yuqian, et al.
Published: (2026)
Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
by: Shi, Zhaoyang, et al.
Published: (2024)
by: Shi, Zhaoyang, et al.
Published: (2024)
Estimation of projection operators with Gaussian noise
by: Castelli, Luca
Published: (2026)
by: Castelli, Luca
Published: (2026)
Gaussian Approximation for High-Dimensional $U$-statistics with Size-Dependent Kernels
by: Imai, Shunsuke, et al.
Published: (2025)
by: Imai, Shunsuke, et al.
Published: (2025)
Adaptive Confidence Intervals in Efron's Gaussian Two-Groups Model
by: Wang, Qiaosen, et al.
Published: (2026)
by: Wang, Qiaosen, et al.
Published: (2026)
Confidence in confidence distributions!
by: Cunen, Céline, et al.
Published: (2026)
by: Cunen, Céline, et al.
Published: (2026)
Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA
by: Dörnemann, Nina, et al.
Published: (2025)
by: Dörnemann, Nina, et al.
Published: (2025)
On the Estimation of Gaussian Moment Tensors
by: Al-Ghattas, Omar, et al.
Published: (2025)
by: Al-Ghattas, Omar, et al.
Published: (2025)
Minimax Optimal Probability Matrix Estimation For Graphon With Spectral Decay
by: Chen, Yuchen, et al.
Published: (2024)
by: Chen, Yuchen, et al.
Published: (2024)
Minimax Optimal Estimation of Mean and Covariance Functions with Spectral Regularization
by: Gupta, Naveen, et al.
Published: (2026)
by: Gupta, Naveen, et al.
Published: (2026)
Estimation of Population Linear Spectral Statistics by Marchenko--Pastur Inversion
by: Deitmar, Ben
Published: (2025)
by: Deitmar, Ben
Published: (2025)
Lower Bounds for Kernel Density Estimation on Symmetric Spaces
by: Asta, Dena Marie
Published: (2024)
by: Asta, Dena Marie
Published: (2024)
Nonparametric Estimation of the Transition Density Function for Diffusion Processes
by: Comte, Fabienne, et al.
Published: (2024)
by: Comte, Fabienne, et al.
Published: (2024)
Similar Items
-
Gaussian Approximation for Lag‐Window Estimators and the Construction of Confidence Bands for the Spectral Density
by: Jens‐Peter Kreiß, et al.
Published: (2025) -
Detecting Periodicity of a General Stationary Time Series via AR(2)-Model Fitting
by: Kreiss, Jens-Peter, et al.
Published: (2025) -
Frequency Domain Statistical Inference for High-Dimensional Time Series
by: Krampe, Jonas, et al.
Published: (2022) -
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
by: Paparoditis, Efstathios, et al.
Published: (2024) -
Trend estimation for time series with polynomial-tailed noise
by: Neumann, Michael H., et al.
Published: (2025)