Asymptotic spectral theory for nonlinear time series (Q2456020): Difference between revisions
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Revision as of 07:44, 19 April 2024
scientific article
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English | Asymptotic spectral theory for nonlinear time series |
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Asymptotic spectral theory for nonlinear time series (English)
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17 October 2007
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cumulants
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Fourier transform
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frequency domain bootstrap
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geometric moment contraction
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lag window estimator
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periodogram
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spectral density estimates
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