Daniel Nordman

Iowa State University - Department of Statistics

Osborn Dr

Ames, IA 50011

United States

SCHOLARLY PAPERS

4

DOWNLOADS

15

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Empirical Likelihood Confidence Intervals for the Mean of a Long-Range Dependent Process

Journal of Time Series Analysis, Vol. 28, No. 4, pp. 576-599, July 2007
Number of pages: 24 Posted: 18 Jun 2007
Iowa State University - Department of Statistics, Iowa State University - Department of Statistics and University of Hannover
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2.

Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process

Journal of Time Series Analysis, Vol. 40, Issue 4, pp. 447-466, 2019
Number of pages: 20 Posted: 29 May 2020
Soumendra N. Lahiri, UJJWAL DAS and Daniel Nordman
Iowa State University - Department of Statistics, Indian Institute of Management Udaipur and Iowa State University - Department of Statistics
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Geweke–Porter‐Hudak estimator, long memory, M‐estimators, non‐central limit theorems, Wiener–Itô integrals

3.

Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

Journal of Time Series Analysis, Vol. 39, Issue 3, pp. 380-401, 2018
Number of pages: 22 Posted: 16 Apr 2018
Young Min Kim, Soumendra N. Lahiri and Daniel Nordman
Kyungpook National University, Iowa State University - Department of Statistics and Iowa State University - Department of Statistics
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Bandwidth, frequency domain, kernel estimation, long‐memory parameter, periodogram

4.

A Smooth Block Bootstrap for Statistical Functionals and Time Series

Recent developments in bootstrap methods for dependent data, Vol. 36, Issue 3, pp. 442-461, 2015
Number of pages: 20 Posted: 24 Apr 2015
Karl B. Gregory, Soumendra N. Lahiri and Daniel Nordman
Texas A&M University, Iowa State University - Department of Statistics and Iowa State University - Department of Statistics
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L‐estimators, M‐estimators, sample quantiles, tapered block bootstrap, JEL Primary 62G09, Secondary 62G20, 62J05, 62M10