Publikation: On inference for modes under long memory
Lade...
Dateien
Zu diesem Dokument gibt es keine Dateien.
Datum
2021
Autor:innen
Herausgeber:innen
ISSN der Zeitschrift
Electronic ISSN
ISBN
Bibliografische Daten
Verlag
Schriftenreihe
Auflagebezeichnung
DOI (zitierfähiger Link)
Internationale Patentnummer
Angaben zur Forschungsförderung
Projekt
Open Access-Veröffentlichung
Sammlungen
Core Facility der Universität Konstanz
Titel in einer weiteren Sprache
Publikationstyp
Zeitschriftenartikel
Publikationsstatus
Published
Erschienen in
Scandinavian Journal of Statistics. Wiley. 2021, 48(2), pp. 429-455. ISSN 0303-6898. eISSN 1467-9469. Available under: doi: 10.1111/sjos.12476
Zusammenfassung
We consider inference for local maxima of the marginal density function of strongly dependent linear processes. Weak consistency of the estimated modular set and the number of modes is derived. A uniform reduction principle for kernel density estimators is used to obtain confidence sets for the set of modes. The results can be extended to multivariate modes. Simulations illustrate the asymptotic results.
Zusammenfassung in einer weiteren Sprache
Fachgebiet (DDC)
510 Mathematik
Schlagwörter
Konferenz
Rezension
undefined / . - undefined, undefined
Zitieren
ISO 690
BERAN, Jan, Klaus TELKMANN, 2021. On inference for modes under long memory. In: Scandinavian Journal of Statistics. Wiley. 2021, 48(2), pp. 429-455. ISSN 0303-6898. eISSN 1467-9469. Available under: doi: 10.1111/sjos.12476BibTex
@article{Beran2021infer-50879,
year={2021},
doi={10.1111/sjos.12476},
title={On inference for modes under long memory},
number={2},
volume={48},
issn={0303-6898},
journal={Scandinavian Journal of Statistics},
pages={429--455},
author={Beran, Jan and Telkmann, Klaus}
}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/123456789/50879">
<dcterms:abstract xml:lang="eng">We consider inference for local maxima of the marginal density function of strongly dependent linear processes. Weak consistency of the estimated modular set and the number of modes is derived. A uniform reduction principle for kernel density estimators is used to obtain confidence sets for the set of modes. The results can be extended to multivariate modes. Simulations illustrate the asymptotic results.</dcterms:abstract>
<dc:creator>Beran, Jan</dc:creator>
<dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2020-09-18T11:32:18Z</dc:date>
<dcterms:title>On inference for modes under long memory</dcterms:title>
<dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<foaf:homepage rdf:resource="http://localhost:8080/"/>
<dc:contributor>Telkmann, Klaus</dc:contributor>
<bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/50879"/>
<dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<dc:contributor>Beran, Jan</dc:contributor>
<void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
<dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2020-09-18T11:32:18Z</dcterms:available>
<dcterms:issued>2021</dcterms:issued>
<dc:language>eng</dc:language>
<dc:creator>Telkmann, Klaus</dc:creator>
</rdf:Description>
</rdf:RDF>Interner Vermerk
xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter
Prüfungsdatum der Dissertation
Finanzierungsart
Kommentar zur Publikation
Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Ja
Begutachtet
Ja
