Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Sharipov, Olimjon Sh."'
Autor:
Sharipov, Olimjon Sh., Wendler, Martin
For testing hypothesis on the covariance operator of functional time series, we suggest to use the full functional information and to avoid dimension reduction techniques. The limit distribution follows from the central limit theorem of the weak conv
Externí odkaz:
http://arxiv.org/abs/1904.06721
Publikováno v:
Statistics and Probability Letters, 83(1), pages 141-147, January 2013
We study subsampling estimators for the limit variance \[ \sigma^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process $(X_k)_{k\geq 1}$. We establish $L_2$-consistency of a non-overlapping block resampling
Externí odkaz:
http://arxiv.org/abs/1506.02326
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach o
Externí odkaz:
http://arxiv.org/abs/1505.07260
Autor:
Sharipov, Olimjon Sh., Wendler, Martin
The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the nonoverlapping block
Externí odkaz:
http://arxiv.org/abs/0911.3083
Publikováno v:
In Journal of Multivariate Analysis January 2015 133:200-215
Akademický článek
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Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly dependent in the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::634922e9965bfda35e08fc91458f44d3
Autor:
Sharipov, Olimjon Sh., Wendler, Martin
Publikováno v:
In Statistics and Probability Letters April 2013 83(4):1028-1035
Publikováno v:
In Statistics and Probability Letters January 2013 83(1):141-147
Akademický článek
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