A spectral approach to estimate the autocovariance function (Q2156825): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Céline Lévy-Leduc / rank
Normal rank
 
Property / author
 
Property / author: Céline Lévy-Leduc / rank
 
Normal rank
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/10.1016/j.jspi.2022.05.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4281623055 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q113869770 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for non-linear functionals of Gaussian fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>M</i>-periodogram for the analysis of long-range-dependent time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laplace Periodogram for Time Series Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Nonlinear Method for Robust Spectral Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Highly Robust Estimation of the Autocovariance Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral Analysis for Univariate Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3323077 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An \(M\)-estimator for the long-memory parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3730889 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified view of multitaper multivariate spectral estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(M\)-estimation of linear models with dependent errors / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:19, 29 July 2024

scientific article
Language Label Description Also known as
English
A spectral approach to estimate the autocovariance function
scientific article

    Statements

    A spectral approach to estimate the autocovariance function (English)
    0 references
    0 references
    0 references
    20 July 2022
    0 references
    autocovariance function
    0 references
    additive outliers
    0 references
    M-periodogram
    0 references

    Identifiers