Asymptotic spectral theory for nonlinear time series
نویسندگان
چکیده
منابع مشابه
Asymptotic Spectral Theory for Nonlinear Time Series
We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given. Instead of the commonly used strong mixing conditions, in our asymptotic spectral theory we impose conditions only involving (conditional) moments,...
متن کاملAsymptotic Spectral Theory for Nonlinear Time Series 1
Abstract: We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to spectral domain bootstrap are made. Instead of the commonly used strong mixing conditions, in our asymptotic spectral theory we impose conditions only involving (conditional) mom...
متن کاملAsymptotic Spectral Theory for Nonlinear Time
We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given. Instead of the commonly used strong mixing conditions, in our asymptotic spectral theory we impose conditions only involving (conditional) moments,...
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Abstract 1: CMAQ is a numerical air quality model which gives concentration of various air pollutants at several different scales. Our main interest is to model the conditional distribution of high resolution output (96 by 96 in space,576 hours) given low resolution output (24 by 24 in space, 576 hours). By a Haar Wavelet Packet Transform of high resolution output for each hour, we naturally li...
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We would like to thank Michelle Barnes, Craig Hiemstra and Blake LeBaron for their helpful comments. The usual disclaimer applies.
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2007
ISSN: 0090-5364
DOI: 10.1214/009053606000001479