Iterative plug-in algorithms for SEMIFAR models : definition, convergence, and asymptotic properties
| dc.contributor.author | Beran, Jan | |
| dc.contributor.author | Feng, Yuanhua | |
| dc.date.accessioned | 2014-04-17T13:50:15Z | deu |
| dc.date.available | 2014-04-17T13:50:15Z | deu |
| dc.date.issued | 2002 | |
| dc.description.abstract | 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. | eng |
| dc.description.version | published | |
| dc.identifier.citation | Journal of Computational and Graphical Statistics ; 11 (2002), 3. - S. 690-713 | deu |
| dc.identifier.doi | 10.1198/106186002420 | deu |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/27572 | |
| dc.language.iso | eng | deu |
| dc.legacy.dateIssued | 2014-04-17 | deu |
| dc.rights | terms-of-use | deu |
| dc.rights.uri | https://rightsstatements.org/page/InC/1.0/ | deu |
| dc.subject | Antipersistence | deu |
| dc.subject | Bandwidth selection | deu |
| dc.subject | Fractional ARIMA | deu |
| dc.subject | Long\-range dependence | deu |
| dc.subject | Nonparametric regression | deu |
| dc.subject | Semiparametric models | deu |
| dc.subject.ddc | 510 | deu |
| dc.title | Iterative plug-in algorithms for SEMIFAR models : definition, convergence, and asymptotic properties | eng |
| dc.type | JOURNAL_ARTICLE | deu |
| dspace.entity.type | Publication | |
| kops.citation.bibtex | @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}
} | |
| kops.citation.iso690 | 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: 10.1198/106186002420 | deu |
| kops.citation.iso690 | 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: 10.1198/106186002420 | eng |
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| kops.submitter.email | christoph.petzmann@uni-konstanz.de | deu |
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