The following pages link to (Q3427559):
Displaying 10 items.
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series (Q999670) (← links)
- Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
- Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (Q2157509) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series (Q5066467) (← links)
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (Q5229927) (← links)
- Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
- Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models (Q6113744) (← links)
