Pages that link to "Item:Q4061821"
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The following pages link to A New Method for Estimating Spectral Parameters of a Stationary Regular Time Series (Q4061821):
Displayed 7 items.
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- Peak-insensitive parametric spectrum estimation (Q913429) (← links)
- Structural parameter estimation in power systems (Q1161496) (← links)
- A new approach to the problem of estimating spectral parameters of non- stationary time series models (Q1257753) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES (Q3725400) (← links)
- Outlier detection for stationary time series (Q5955591) (← links)