Nonparametric M-estimation with long-memory errors
| dc.contributor.author | Beran, Jan | |
| dc.contributor.author | Ghosh, Sucharita | deu |
| dc.contributor.author | Sibbertsen, Philipp | deu |
| dc.date.accessioned | 2014-04-16T07:36:40Z | deu |
| dc.date.available | 2014-04-16T07:36:40Z | deu |
| dc.date.issued | 2003 | |
| dc.description.abstract | We investigate the behavior of nonparametric kernel M-estimators in the presence of long-memory errors. The optimal bandwidth and a central limit theorem are obtained. It turns out that in the Gaussian case all kernel M-estimators have the same limiting normal distribution. The motivation behind this study is illustrated with an example. | eng |
| dc.description.version | published | |
| dc.identifier.citation | Journal of Statistical Planning and Inference ; 117 (2003), 2. - S. 199-205 | deu |
| dc.identifier.doi | 10.1016/S0378-3758(02)00391-9 | deu |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/27573 | |
| dc.language.iso | eng | deu |
| dc.legacy.dateIssued | 2014-04-16 | deu |
| dc.rights | terms-of-use | deu |
| dc.rights.uri | https://rightsstatements.org/page/InC/1.0/ | deu |
| dc.subject.ddc | 310 | deu |
| dc.title | Nonparametric M-estimation with long-memory errors | eng |
| dc.type | JOURNAL_ARTICLE | deu |
| dspace.entity.type | Publication | |
| kops.citation.bibtex | @article{Beran2003Nonpa-27573,
year={2003},
doi={10.1016/S0378-3758(02)00391-9},
title={Nonparametric M-estimation with long-memory errors},
number={2},
volume={117},
issn={0378-3758},
journal={Journal of Statistical Planning and Inference},
pages={199--205},
author={Beran, Jan and Ghosh, Sucharita and Sibbertsen, Philipp}
} | |
| kops.citation.iso690 | BERAN, Jan, Sucharita GHOSH, Philipp SIBBERTSEN, 2003. Nonparametric M-estimation with long-memory errors. In: Journal of Statistical Planning and Inference. 2003, 117(2), pp. 199-205. ISSN 0378-3758. Available under: doi: 10.1016/S0378-3758(02)00391-9 | deu |
| kops.citation.iso690 | BERAN, Jan, Sucharita GHOSH, Philipp SIBBERTSEN, 2003. Nonparametric M-estimation with long-memory errors. In: Journal of Statistical Planning and Inference. 2003, 117(2), pp. 199-205. ISSN 0378-3758. Available under: doi: 10.1016/S0378-3758(02)00391-9 | eng |
| kops.citation.rdf | <rdf:RDF
xmlns:dcterms="http://purl.org/dc/terms/"
xmlns:dc="http://purl.org/dc/elements/1.1/"
xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
xmlns:bibo="http://purl.org/ontology/bibo/"
xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
xmlns:foaf="http://xmlns.com/foaf/0.1/"
xmlns:void="http://rdfs.org/ns/void#"
xmlns:xsd="http://www.w3.org/2001/XMLSchema#" >
<rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/27573">
<dcterms:title>Nonparametric M-estimation with long-memory errors</dcterms:title>
<dcterms:issued>2003</dcterms:issued>
<dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/27573"/>
<dc:creator>Beran, Jan</dc:creator>
<dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2014-04-16T07:36:40Z</dc:date>
<dc:contributor>Beran, Jan</dc:contributor>
<dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
<dc:creator>Sibbertsen, Philipp</dc:creator>
<dc:language>eng</dc:language>
<dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<dc:rights>terms-of-use</dc:rights>
<dc:creator>Ghosh, Sucharita</dc:creator>
<void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
<dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2014-04-16T07:36:40Z</dcterms:available>
<dc:contributor>Sibbertsen, Philipp</dc:contributor>
<foaf:homepage rdf:resource="http://localhost:8080/"/>
<dcterms:abstract xml:lang="eng">We investigate the behavior of nonparametric kernel M-estimators in the presence of long-memory errors. The optimal bandwidth and a central limit theorem are obtained. It turns out that in the Gaussian case all kernel M-estimators have the same limiting normal distribution. The motivation behind this study is illustrated with an example.</dcterms:abstract>
<dcterms:bibliographicCitation>Journal of Statistical Planning and Inference ; 117 (2003), 2. - S. 199-205</dcterms:bibliographicCitation>
<dc:contributor>Ghosh, Sucharita</dc:contributor>
</rdf:Description>
</rdf:RDF> | |
| kops.flag.knbibliography | true | |
| kops.identifier.nbn | urn:nbn:de:bsz:352-275731 | deu |
| kops.sourcefield | Journal of Statistical Planning and Inference. 2003, <b>117</b>(2), pp. 199-205. ISSN 0378-3758. Available under: doi: 10.1016/S0378-3758(02)00391-9 | deu |
| kops.sourcefield.plain | Journal of Statistical Planning and Inference. 2003, 117(2), pp. 199-205. ISSN 0378-3758. Available under: doi: 10.1016/S0378-3758(02)00391-9 | deu |
| kops.sourcefield.plain | Journal of Statistical Planning and Inference. 2003, 117(2), pp. 199-205. ISSN 0378-3758. Available under: doi: 10.1016/S0378-3758(02)00391-9 | eng |
| kops.submitter.email | christoph.petzmann@uni-konstanz.de | deu |
| relation.isAuthorOfPublication | f12cc3c7-b6c5-44ca-be88-15c4dae5b621 | |
| relation.isAuthorOfPublication.latestForDiscovery | f12cc3c7-b6c5-44ca-be88-15c4dae5b621 | |
| source.bibliographicInfo.fromPage | 199 | |
| source.bibliographicInfo.issue | 2 | |
| source.bibliographicInfo.toPage | 205 | |
| source.bibliographicInfo.volume | 117 | |
| source.identifier.issn | 0378-3758 | |
| source.periodicalTitle | Journal of Statistical Planning and Inference |
Dateien
Lizenzbündel
1 - 1 von 1
Vorschaubild nicht verfügbar
- Name:
- license.txt
- Größe:
- 1.92 KB
- Format:
- Plain Text
- Beschreibung:
