Pages that link to "Item:Q4892825"

The following pages link to LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (Q4892825):

Displaying 18 items.

• Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
• Principal component analysis using frequency components of multivariate time series (Q830499) (← links)
• A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• A test for a difference between spectral peak frequencies. (Q1285482) (← links)
• Algorithm for adaptively smoothing the log-periodogram (Q1398315) (← links)
• Block length selection in the bootstrap for time series (Q1606503) (← links)
• Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
• Resampling time series using missing values techniques (Q1880994) (← links)
• Reduced bias nonparametric lifetime density and hazard estimation (Q2220798) (← links)
• Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694) (← links)
• Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
• Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
• Batch size selection for variance estimators in MCMC (Q2671217) (← links)
• Sum of the sample autocorrelation function (Q3077691) (← links)
• A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)