Publikation: Iterative plug-in algorithms for SEMIFAR models : definition, convergence, and asymptotic properties
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2002
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Journal of Computational and Graphical Statistics. 2002, 11(3), pp. 690-713. ISSN 1061-8600. eISSN 1537-2715. Available under: doi: 10.1198/106186002420
Zusammenfassung
This article proposes data-driven algorithms for fitting SEMIFAR models. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are investigated. A large simulation study illustrates the practical performance of the methods.
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Fachgebiet (DDC)
510 Mathematik
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Antipersistence, Bandwidth selection, Fractional ARIMA, Long\-range dependence, Nonparametric regression, Semiparametric models
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BERAN, Jan, Yuanhua FENG, 2002. Iterative plug-in algorithms for SEMIFAR models : definition, convergence, and asymptotic properties. In: Journal of Computational and Graphical Statistics. 2002, 11(3), pp. 690-713. ISSN 1061-8600. eISSN 1537-2715. Available under: doi: 10.1198/106186002420BibTex
@article{Beran2002Itera-27572, year={2002}, doi={10.1198/106186002420}, title={Iterative plug-in algorithms for SEMIFAR models : definition, convergence, and asymptotic properties}, number={3}, volume={11}, issn={1061-8600}, journal={Journal of Computational and Graphical Statistics}, pages={690--713}, author={Beran, Jan and Feng, Yuanhua} }
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