3 citations · 3 across the 2 of their papers we have counts for
3 papers
stat.CO2016
A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series
Gregory Rice, Han Lin Shang
In arenas of application including environmental science, economics, and medicine, it is increasingly common to consider time series of curves or functions. Many inferential proced…
math.ST2015★ 3 cited
Estimation of the time of change in panel data
Lajos Horváth, Marie Hušková, Gregory Rice +1
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor.…
math.ST2015
On the asymptotic normality of kernel estimators of the long run covariance of functional time series
István Berkes, Lajos Horváth, Gregory Rice
We consider the asymptotic normality in of kernel estimators of the long run covariance kernel of stationary functional time series. Our results are established assuming a we…