Data-Driven Efficient Estimation of the Spectral Density
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(14)- Nonasymptotic bounds for autoregressive time series modeling.
- Application of fast spherical Fourier transform to density estimation
- Estimation of the spectral density with assigned risk
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY
- Testing Kendall's τ for a large class of dependent sequences
- Missing not at random and the nonparametric estimation of the spectral density
- Efficient non-parametric estimation of the spectral density in the presence of missing observations
- On sequential spectral analysis of amplitude-modulated time series
- On two-stage estimation of the spectral density with assigned risk in presence of missing data
- Autoregressive process modeling via the Lasso procedure
- Efficient non parametric spectral density estimation with censored observations
- Nonparametric spectral density estimation under local differential privacy
- Spectral density estimation of function-valued spatial processes
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