Pages that link to "Item:Q1027260"

The following pages link to Cyclostationarity: half a century of research (Q1027260):

Displaying 50 items.

• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra (Q273750) (← links)
• First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
• On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
• Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← links)
• Cognitive OFDM system detection using pilot tones second and third-order cyclostationarity (Q612589) (← links)
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
• LCMV beamforming for a novel wireless local positioning system: nonstationarity and cyclostationarity analysis (Q836384) (← links)
• On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
• Sampling theorems for Doppler-stretched wide-band signals (Q985554) (← links)
• Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models (Q1038446) (← links)
• Periodically correlated modeling by means of the periodograms asymptotic distributions (Q1685304) (← links)
• A new method to detect periodically correlated structure (Q1695432) (← links)
• Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
• Group symmetry and covariance regularization (Q1950873) (← links)
• Component covariance analysis for periodically correlated random processes (Q1957222) (← links)
• Cyclostationary modeling of ground reaction force signals (Q1957230) (← links)
• Blind separation of cyclostationary sources sharing common cyclic frequencies using joint diagonalization algorithm (Q1992523) (← links)
• A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
• Joint frequency and DOA estimation of sub-Nyquist sampling multi-band sources with unfolded coprime arrays (Q2108456) (← links)
• A data-driven framework for the stochastic reconstruction of small-scale features with application to climate data sets (Q2131005) (← links)
• Modulation of nuclear and cytoplasmic mRNA fluctuations by time-dependent stimuli: analytical distributions (Q2147420) (← links)
• Holographic sensing (Q2175025) (← links)
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases (Q2243476) (← links)
• Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
• Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929) (← links)
• Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
• Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) (← links)
• A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
• Subsampling for continuous-time almost periodically correlated processes (Q2453617) (← links)
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
• Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
• A Wavelet Characterization of Continuous-Time Periodically Correlated Processes with Application to Simulation (Q2830679) (← links)
• BOOLEAN DELAY EQUATIONS ON NETWORKS IN ECONOMICS AND THE GEOSCIENCES (Q2843670) (← links)
• Empirical determination of the frequencies of an almost periodic time series (Q2852498) (← links)
• RENEWAL SEQUENCES WITH PERIODIC DYNAMICS (Q2894054) (← links)
• Spectrum of periodically correlated fields (Q2969440) (← links)
• Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes (Q2980133) (← links)
• Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
• Blind Separation of Cyclostationary Signals (Q3614928) (← links)
• Inference of time-varying networks through transfer entropy, the case of a Boolean network model (Q4556547) (← links)
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
• (Q4609558) (← links)
• Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
• Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
• Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
• A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
• PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution (Q5135322) (← links)