On Estimating the Cumulant Generating Function of Linear Processes

Author:

Ghosh Sucharita,Beran Jan

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference29 articles.

1. Beran J. (1991). M-estimators of location for data with slowly decaying serial correlations. Journal of the Americal Statistical Association 86:704–708

2. Beran J. (1994). Statistics for long-memory processes. Chapman and Hall, London

3. Brockwell P.J., Davis R.A. (1987). Time series: Theory and methods. Springer, Berlin Heidelberg New York

4. Csörgő S. (1981). Limit behaviour of the empirical characteristic function. The Annals of Probability 9:130–144

5. Csörgő S. (1982). The empirical moment generating function. In: Gnedenko B.V., Puri M.L., Vincze I. (eds). Nonparametric statistical inference. North-Holland, London, pp 139–150

Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Goodness-of-Fit Procedures for Compound Distributions with an Application to Insurance;Journal of Statistical Theory and Practice;2022-07-14

2. On inference for modes under long memory;Scandinavian Journal of Statistics;2020-08-31

3. Knowable moments for high-order stochastic characterization and modelling of hydrological processes;Hydrological Sciences Journal;2019-01-02

4. A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates;Communications in Statistics - Simulation and Computation;2018-12-09

5. References;Kernel Smoothing: Principles, Methods and Applications;2017-12-08

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3