Pages that link to "Item:Q1199003"
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The following pages link to Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes (Q1199003):
Displayed 17 items.
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Almost periodically unitary stochastic processes (Q1201761) (← links)
- Spectral analysis of the covariance of the almost periodically correlated processes (Q1327554) (← links)
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes (Q1338755) (← links)
- Spectral estimation of non-stationary white noise (Q1349431) (← links)
- Testing stationarity for stock market data (Q1351737) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929) (← links)
- Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time (Q2683002) (← links)
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
- Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES (Q4715808) (← links)
- Weak law of large numbers for almost periodically correlated processes (Q4890252) (← links)
- ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON (Q5069476) (← links)
- Consistent estimation of the bispectral density function of a harmonizable process (Q5957821) (← links)
