Asymptotics, Nonparametrics, and Time Series
Asymptotics, Nonparametrics, and Time Series
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DOI：
10.1201/9781482269772
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发表时间：
2000-08
期刊：
影响因子：
2.5
通讯作者：
Subir Ghosh
中科院分区：
文献类型：
--
作者：
Subir Ghosh
在科学问题中的经验傅里叶分析的一些例子：周期性相关时间序列的建模和推理，计数数据的时间序列的建模，季节性和周期性长记忆的时间序列的非参数规范程序，时间序列的多步预测的参数估计和模型选择-回顾在阵列上观察到的时间序列的非线性估计，对多变量非线性时间序列和双线性模型的优化测试的一些贡献对于半参数AR模型——从高斯拉格朗日乘子到自回归秩分数和自适应测试——基于函数的非参数谱密度估计的统计分析——半参数加性回归模型中带有ARMA误差的有效估计——马尔可夫链模型中的有效估计——介绍非参数泛函估计——概述最小距离和非参数色散函数估计在逆估计上的变化基于自举估计的贝叶斯非参数击穿理论中的半参数贝叶斯回归一致性问题及其他重采样方案的研究，关于IID单调映射生成的随机动力系统的统计收敛到平衡的平稳自举方法的二阶性质在经济学应用中，卡方检验对依赖观测的拟合优度有正相关性和负相关性，在一些统计应用中，二阶信息损失是由讨厌的参数引起的，这是一个简单的度量。附录：Madan Lal Puri的出版物。
Some examples of empirical fourier analysis in scientific problems modeling and inference for periodically correlated time series modeling time series of count data seasonal and cyclical long memory nonparametric specification procedures for time series parameter estimation and model selection for multistep prediction of a time series - a review nonlinear estimation for time series observed on arrays some contributions to multivariate nonlinear time series and to bilinear models optimal testing for semiparametric AR models - from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests statistical analysis based on functionals of nonparametric spectral density estimators efficient estimation in a semiparametric additive regression model with ARMA errors efficient estimation in Markov chain models - an introduction nonparametric functional estimation - an overview minimum distance and nonparametric dispersion functions estimators of changes on inverse estimation approaches for semiparametric Bayesian regression consistency issues in Bayesian nonparametrics breakdown theory for estimators based on bootstrap and other resampling schemes on second-order properties of the stationary bootstrap method for studentized statistics convergence to equilibrium of random dynamical systems generated by IID monotone maps, with applications to economics chi-squared tests of goodness-of-fit for dependent observations positive and negative dependence with some statistical applications second-order information loss due to nuisance parameters - a simple measure. Appendix: publications of Madan Lal Puri.