Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
@@ Property / cites work: PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA / rank @@
+Normal rank
@@ Property / cites work @@
+Q3794956
@@ Property / cites work: Q3794956 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+Circulant type matrices with heavy tailed entries
@@ Property / cites work: Circulant type matrices with heavy tailed entries / rank @@
+Normal rank
@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for ratio statistics in time series analysis
+Normal rank
@@ Property / cites work @@
+Weak dependence. With examples and applications.
@@ Property / cites work: Weak dependence. With examples and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
+Normal rank
@@ Property / cites work @@
+Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes
+Normal rank
@@ Property / cites work @@
+Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
+Normal rank
@@ Property / cites work @@
+Introduction to time series.
@@ Property / cites work: Introduction to time series. / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap methods for dependent data: a review
@@ Property / cites work: Bootstrap methods for dependent data: a review / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
@@ Property / cites work: ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate CARMA processes
@@ Property / cites work: Multivariate CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson sampling and spectral estimation of continuous-time processes
+Normal rank
@@ Property / cites work @@
+Discrete-time spectral estimation of continuous-time processes The orthogonal series method
+Normal rank
@@ Property / cites work @@
+Discrete-time spectral estimation of continuous-parameter processes -- A new consistent estimate
+Normal rank
@@ Property / cites work @@
+Q4410087
@@ Property / cites work: Q4410087 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear spectral density estimation: thresholding the correlogram
+Normal rank
@@ Property / cites work @@
+On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series
+Normal rank
@@ Property / cites work @@
+On Consistent Estimates of the Spectrum of a Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Central limit theorem for Fourier transforms of stationary processes
+Normal rank
@@ Property / cites work @@
+A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
+Normal rank
@@ Property / cites work @@
+Asymptotic normality, strong mixing and spectral density estimates
+Normal rank
@@ Property / cites work @@
+Q3730889
@@ Property / cites work: Q3730889 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic spectral theory for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Testing for nonlinearity in time series: the method of surrogate data
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Fourier transforms of stationary processes
@@ Property / cites work: Fourier transforms of stationary processes / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3103/s1066530713040029
+Normal rank
@@ Property / OpenAlex ID @@
+W2033699309
@@ Property / OpenAlex ID: W2033699309 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2439929