SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (Q3696350): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1985.tb00398.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1965075458 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Consistent Estimates of the Spectrum of a Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral Estimates Using Nonlinear Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality, strong mixing and spectral density estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence / rank
 
Normal rank

Latest revision as of 19:14, 14 June 2024

scientific article
Language Label Description Also known as
English
SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
scientific article

    Statements

    SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (English)
    0 references
    0 references
    0 references
    1985
    0 references
    0 references
    quadratic-mean consistency
    0 references
    convergence rates
    0 references
    spectral density
    0 references
    discrete-time stationary Gaussian process
    0 references
    instantaneous nonlinearity
    0 references
    spectral estimates
    0 references
    asymptotic normality
    0 references
    bias
    0 references
    covariances
    0 references
    0 references