Pages that link to "Item:Q637103"
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The following pages link to Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103):
Displaying 11 items.
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
- Block Bootstrap for Poisson‐Sampled Almost Periodic Processes (Q5251503) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
- Optimal choice of bootstrap block length for periodically correlated time series (Q6565334) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)
- Spectral density estimation for a class of spectrally correlated processes (Q6636845) (← links)
