Penalised quantile periodogram for spectral estimation (Q2301105)

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Penalised quantile periodogram for spectral estimation
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    Penalised quantile periodogram for spectral estimation (English)
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    28 February 2020
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    periodogram
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    quantile regression
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    Lasso penalisation
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    spectral density estimation
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    asymptotic distribution
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    hidden periodicity
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