Pages that link to "Item:Q5794421"

The following pages link to PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA (Q5794421):

Displaying 38 items.

• Time-localized wavelet multiple regression and correlation (Q83116) (← links)
• Testing for common deterministic trend slopes (Q262744) (← links)
• Another look at the disjoint blocks bootstrap (Q619092) (← links)
• Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
• Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
• Subsampling realised kernels (Q737277) (← links)
• Inference with dependent data using cluster covariance estimators (Q738071) (← links)
• On some moments and distributions occurring in the theory of linear stochastic process. II (Q770129) (← links)
• Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
• Spectral density estimation for linear processes with dependent innovations (Q945811) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• Statistics of the spectral densities of stationary stochastic processes (Q1056502) (← links)
• Optimal properties of certain spectral density statistics (Q1169231) (← links)
• Variance-type estimation of long memory (Q1593608) (← links)
• Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
• Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
• Nonparametric high resolution spectral estimation (Q1822877) (← links)
• A limit theorem for spectral density statistics with time shift (Q1836457) (← links)
• John W. Tukey's work on time series and spectrum analysis. (Q1873609) (← links)
• Representing smoothed spectrum estimate with the Cauchy integral (Q1955059) (← links)
• Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
• Fourier trajectory analysis for system discrimination (Q2239953) (← links)
• Development of the complex general linear model in the Fourier domain: application to fMRI multiple input-output evoked responses for single subjects (Q2262264) (← links)
• Bayesian nonparametric spectral density estimation using B-spline priors (Q2329750) (← links)
• Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions (Q2387336) (← links)
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
• On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
• On empirical spectral analysis of stochastic processes (Q2650604) (← links)
• ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• Data-Adaptive Estimation of Time-Varying Spectral Densities (Q3391227) (← links)
• Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
• A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
• Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)
• IFF: A Superresolution Algorithm for Multiple Measurements (Q6144062) (← links)