Mathematical Considerations in the Estimation of Spectra

Cited in

(33)

Relation between empirical spectral analysis and linear regression
A Fourier series kernel based on Chebyshev polynomials
Discrete event simulation modelling of computer systems for performance evaluation
Record length requirement of long-range dependent teletraffic
A conversation with Emanuel Parzen
Generalized Cauchy model of sea level fluctuations with long-range dependence
Fourier trajectory analysis for system discrimination
Schätzen der Kovarianzdichte stationärer Punktprozesse aus Zählungen
Spectral density estimation with amplitude modulation and outlier detection
A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support
Nonlinear spectral density estimation: thresholding the correlogram
Sum of the sample autocorrelation function
Method of designing windows based on spline approximation
Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
Nonparametric autocovariance estimation from censored time series by Gaussian imputation
Window functions obtained by convolution integrals of rectangular windows
A Review of Nonparametric Time Series Analysis
Detecting changes in functional linear models
ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES
SPECTRAL ANALYSIS OF A STATIONARY BIVARIATE POINT PROCESS WITH APPLICATIONS TO NEUROPHYSIOLOGICAL PROBLEMS
Computing Spectral Measures of Self-Adjoint Operators
Higher-order accurate spectral density estimation of functional time series
HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
Estimating the Spectral Density at Frequencies Near Zero
Non parametric estimation of smooth stationary covariance functions by interpolation methods
Efficient non parametric spectral density estimation with censored observations
Local quadratic spectral and covariance matrix estimation
Frequency content of randomly scattered signals. II: Inversion
Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter
Bayesian multiscale feature detection of log-spectral densities
Classification of multivariate non-stationary signals: the SLEX-shrinkage approach
Smoothing spline ANOPOW
A bootstrap test for time series linearity

This page was built for publication: Mathematical Considerations in the Estimation of Spectra

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3283319)