Laplace Periodogram for Time Series Analysis

DOI10.1198/016214508000000265MaRDI QIDQ3632689zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li

Publication date 12 June 2009

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214508000000265

zbMATH Keywords

frequencyharmonicheart rate variabilityheavy tailleast absolute deviationmixed spectrumrobustspectral analysiszero crossing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(32)

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• Statistical inference for quantiles in the frequency domain
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• Model assessment for time series dynamics using copula spectral densities: a graphical tool
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• Penalised quantile periodogram for spectral estimation
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• Quantile spectral processes: asymptotic analysis and inference
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
• On robust spectral analysis by least absolute deviations
• \(M\)-periodogram for the analysis of long-range-dependent time series
• Fourier analysis of serial dependence measures
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• Quantile periodogram and time-dependent variance
• Nonlinear Spectral Analysis: A Local Gaussian Approach
• An Updated Literature Review of Distance Correlation and Its Applications to Time Series
• From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation
• Quantile-crossing spectrum and spline autoregression estimation
• Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram
• Robust estimate for count time series using GLARMA models: an application to environmental and epidemiological data
• Expectile periodogram
• Spline Autoregression Method for Estimation of Quantile Spectrum
• Quantile multitaper periodogram
• ECG arrhythmia classification using cyclic transformations and regression-based features
• A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network
• A robust periodogram for high-resolution spectral analysis

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