On inference for modes under long memory
| Type of Publication: | Journal article |
| Publication status: | Published |
| Author: | Beran, Jan; Telkmann, Klaus |
| Year of publication: | 2020 |
| Published in: | Scandinavian Journal of Statistics ; 2020. - Wiley. - ISSN 0303-6898. - eISSN 1467-9469 |
| DOI (citable link): | https://dx.doi.org/10.1111/sjos.12476 |
| Summary: |
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.
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| Subject (DDC): | 510 Mathematics |
| Bibliography of Konstanz: | Yes |
| Refereed: | Yes |
| Online First: Journal articles that are published online before they appear as an actual part of a journal issue. Online first articles are published on the journal's website in the publisher's version. | |
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BERAN, Jan, Klaus TELKMANN, 2020. On inference for modes under long memory. In: Scandinavian Journal of Statistics. Wiley. ISSN 0303-6898. eISSN 1467-9469. Available under: doi: 10.1111/sjos.12476
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