{"id":"https://openalex.org/W2903883467","doi":"https://doi.org/10.1080/03610918.2018.1516291","title":"A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates","display_name":"A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates","publication_year":2018,"publication_date":"2018-12-09","ids":{"openalex":"https://openalex.org/W2903883467","doi":"https://doi.org/10.1080/03610918.2018.1516291","mag":"2903883467"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2018.1516291","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1516291","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101956665","display_name":"Sucharita Ghosh","orcid":"https://orcid.org/0000-0002-3706-8856"},"institutions":[{"id":"https://openalex.org/I2800262456","display_name":"Swiss Federal Institute for Forest, Snow and Landscape Research","ror":"https://ror.org/04bs5yc70","country_code":"CH","type":"facility","lineage":["https://openalex.org/I2799323385","https://openalex.org/I2800262456"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Sucharita Ghosh","raw_affiliation_strings":["Swiss Federal Research Institute WSL, CH-8903 Birmensdorf","Swiss Federal Research Institute WSL, CH-8903 Birmensdorf, Switzerland"],"affiliations":[{"raw_affiliation_string":"Swiss Federal Research Institute WSL, CH-8903 Birmensdorf","institution_ids":["https://openalex.org/I2800262456"]},{"raw_affiliation_string":"Swiss Federal Research Institute WSL, CH-8903 Birmensdorf, Switzerland","institution_ids":["https://openalex.org/I2800262456"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101956665"],"corresponding_institution_ids":["https://openalex.org/I2800262456"],"apc_list":null,"apc_paid":null,"fwci":0.3105,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.66847158,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"49","issue":"9","first_page":"2287","last_page":"2301"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9868999719619751,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9641000032424927,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonparametric-statistics","display_name":"Nonparametric statistics","score":0.7930092215538025},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6930681467056274},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.651322603225708},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.630332350730896},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.6167207956314087},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6070134043693542},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.6020627021789551},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.460595965385437},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.450188010931015},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.18191471695899963},{"id":"https://openalex.org/keywords/biology","display_name":"Biology","score":0.07500848174095154}],"concepts":[{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.7930092215538025},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6930681467056274},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.651322603225708},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.630332350730896},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.6167207956314087},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6070134043693542},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.6020627021789551},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.460595965385437},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.450188010931015},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18191471695899963},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.07500848174095154},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/03610918.2018.1516291","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1516291","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},{"id":"pmh:oai:dora:wsl_19297","is_oa":false,"landing_page_url":"https://www.dora.lib4ri.ch/wsl/islandora/object/wsl%3A19297","pdf_url":null,"source":{"id":"https://openalex.org/S4306401379","display_name":"DORA WSL (Swiss Federal Institute for Forest, Snow and Landscape Research)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I2800262456","host_organization_name":"Swiss Federal Institute for Forest, Snow and Landscape Research","host_organization_lineage":["https://openalex.org/I2800262456"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W204885769","https://openalex.org/W397889426","https://openalex.org/W1508427692","https://openalex.org/W1973694910","https://openalex.org/W1982366717","https://openalex.org/W1990139510","https://openalex.org/W1990635864","https://openalex.org/W1995127855","https://openalex.org/W2014268383","https://openalex.org/W2022881867","https://openalex.org/W2024189184","https://openalex.org/W2028057265","https://openalex.org/W2048758137","https://openalex.org/W2050367577","https://openalex.org/W2050737989","https://openalex.org/W2059950906","https://openalex.org/W2068592427","https://openalex.org/W2074093400","https://openalex.org/W2074215165","https://openalex.org/W2077423061","https://openalex.org/W2081004852","https://openalex.org/W2090568139","https://openalex.org/W2091963265","https://openalex.org/W2100676242","https://openalex.org/W2118020555","https://openalex.org/W2126166398","https://openalex.org/W2127150275","https://openalex.org/W2136516258","https://openalex.org/W2157460168","https://openalex.org/W2163068004","https://openalex.org/W2163288162","https://openalex.org/W2163615703","https://openalex.org/W2319085245","https://openalex.org/W2464057270","https://openalex.org/W2560458561","https://openalex.org/W2563883355","https://openalex.org/W2774202024","https://openalex.org/W3010098330","https://openalex.org/W4233014035","https://openalex.org/W4238717354","https://openalex.org/W4244087046","https://openalex.org/W4299784281","https://openalex.org/W4388290870"],"related_works":["https://openalex.org/W3123448354","https://openalex.org/W2461178258","https://openalex.org/W1607204504","https://openalex.org/W2244847590","https://openalex.org/W2110861740","https://openalex.org/W2131726918","https://openalex.org/W2140339747","https://openalex.org/W1987934484","https://openalex.org/W2906471315","https://openalex.org/W2078427946"],"abstract_inverted_index":{"Time":[0],"series":[1,42],"with":[2,21,47],"long-range":[3],"dependence":[4],"is":[5,43,74],"often":[6],"assumed":[7],"to":[8],"have":[9,26,35],"been":[10],"generated":[11],"from":[12],"a":[13,16,36],"transformation":[14],"of":[15,30,69,76,79,98],"latent":[17],"stationary":[18],"Gaussian":[19],"process":[20],"long-memory.":[22],"Suppose":[23],"that":[24,90],"we":[25,86],"k":[27],"independent":[28],"replicates":[29],"such":[31],"time":[32],"series,":[33],"which":[34,51],"common":[37],"trend":[38,81],"g(t).":[39],"Moreover,":[40],"each":[41],"long":[44],"range":[45],"dependent":[46],"long-memory":[48],"parameters":[49],"\u03b41,\u2026,\u03b4k,":[50],"are":[52],"independently":[53],"and":[54],"identically":[55],"distributed":[56],"random":[57],"variables":[58],"on":[59,93],"(0,1/2)":[60],"having":[61],"an":[62,71,88],"unknown":[63],"probability":[64],"distribution.":[65],"For":[66],"nonparametric":[67],"estimation":[68,75],"g(t),":[70],"important":[72],"problem":[73],"the":[77,80,94],"variance":[78],"estimator.":[82],"In":[83],"this":[84],"note,":[85],"propose":[87],"algorithm":[89],"partially":[91],"relies":[92],"moment":[95],"generating":[96],"function":[97],"\u03b41,\u2026,\u03b4k.":[99]},"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}