Pages that link to "Item:Q693321"
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The following pages link to Spectral estimation for locally stationary time series with missing observations (Q693321):
Displaying 11 items.
- A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
- The locally stationary dual-tree complex wavelet model (Q139946) (← links)
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459477) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
- On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data (Q5382476) (← links)
- PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING (Q5746923) (← links)
- ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
