Pages that link to "Item:Q1067335"
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The following pages link to Asymptotic normality of spectral estimates (Q1067335):
Displayed 13 items.
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- Periodogram analysis with missing observations (Q854433) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (Q4021571) (← links)
- An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation (Q4267413) (← links)
- On estimating linear functional of the covariance function of a stationary process (Q4371842) (← links)
- CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA (Q4864581) (← links)