On Estimating Multimodal Spectra of Time Series

DOI10.1137/S0040585X97979056MaRDI QIDQ4442856zbMATH OpenFDO

Authors N. V. Vakulenko

Publication date 21 January 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97979056

zbMATH Keywords

dendrochronological seriesspectrastationary random sequences

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to environmental and related topics (62P12)

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Cited in

(7)

• Spectral mimicry: A method of synthesizing matching time series with different Fourier spectra
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment
• Spectral decompositions of multiple time series: a Bayesian non-parametric approach
• Quadratic-inverse spectrum estimates: applications to palaeoclimatology
• Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences
• Generalised Linear Cepstral Models for the Spectrum of a Time Series
• Statistical analysis of series of dendrochronological indices

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