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Title of Journal: Ann Inst Stat Math

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Abbravation: Annals of the Institute of Statistical Mathematics

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Springer-Verlag

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10.1007/978-1-4471-0917-4_4

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1572-9052

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Higherorder accurate polyspectral estimation with

Authors: Arthur Berg Dimitris N Politis
Publish Date: 2007/09/21
Volume: 61, Issue: 2, Pages: 477-498
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Abstract

Improved performance in higherorder spectral density estimation is achieved using a general class of infiniteorder kernels These estimates are asymptotically less biased but with the same order of variance as compared to the classical estimators with secondorder kernels A simple datadependent algorithm for selecting the bandwidth is introduced and is shown to be consistent with estimating the optimal bandwidth The combination of the specialized family of kernels with the new bandwidth selection algorithm yields a considerably improved polyspectral estimator surpassing the performances of existing estimators using secondorder kernels Bispectral simulations with several standard models are used to demonstrate the enhanced performance with the proposed methodology

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  2. Smoothing algorithms for state–space models
  3. Maximum likelihood estimation in the proportional hazards cure model
  4. Conditional independence, conditional mixing and conditional association
  5. Two-step estimation procedures for inhomogeneous shot-noise Cox processes
  6. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
  7. Recursive equations in finite Markov chain imbedding
  8. Full likelihood inferences in the Cox model: an empirical likelihood approach
  9. Connectedness of PBIB designs having asymmetrical association schemes
  10. Limiting size index distributions for ball-bin models with Zipf-type frequencies
  11. A class of rank-based test for left-truncated and right-censored data
  12. Local c - and E -optimal Designs for Exponential Regression Models
  13. A characterization of limiting distributions of estimators in an autoregressive process
  14. Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
  15. Yates type estimators of a common mean
  16. On sum of 0–1 random variables I. Univariate case
  17. Nonparametric estimators of the survival function with twice censored data
  18. Testing Homogeneity in Weibull Error in Variables Models
  19. Goodness of fit test for ergodic diffusion processes
  20. Proportional odds frailty model and stochastic comparisons
  21. Multiplicity distributions in a two-component branching process
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