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

From MaRDI portal
Created claim: Wikidata QID (P12): Q113869770, #quickstatements; #temporary_batch_1711094041063
ReferenceBot (talk | contribs)
Changed an Item
 
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

Latest revision as of 17:19, 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
    0 references
    autocovariance function
    0 references
    additive outliers
    0 references
    M-periodogram
    0 references
    0 references
    0 references