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Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density

Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density

Jens-Peter Kreiss
Anne Leucht
E. Paparoditis
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Papers citing "Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density"

4 / 4 papers shown
Title
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions
Yunyi Zhang
E. Paparoditis
D. Politis
35
2
0
26 Oct 2021
Spectral Inference under Complex Temporal Dynamics
Spectral Inference under Complex Temporal Dynamics
Jun Yang
Zhou Zhou
20
9
0
19 Dec 2018
Gaussian Approximation for High Dimensional Time Series
Gaussian Approximation for High Dimensional Time Series
Danna Zhang
Wei Biao Wu
80
132
0
27 Aug 2015
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
Sebastian Calonico
M. D. Cattaneo
M. Farrell
29
324
0
12 Aug 2015

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