Online Spectral Density Estimation
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Cites work
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- A sieve method for the spectral density
- Analysis of Non‐Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements
- Asymptotically optimal estimation in misspecified time series models
- Automatic Local Smoothing for Spectral Density Estimation
- Automatic Smoothing of the Log Periodogram
- Backpropagation and stochastic gradient descent method
- Continuous monitoring for changepoints in data streams using adaptive estimation
- Efficient parameter estimation for self-similar processes
- Fractional Gaussian noise: spectral density and estimation methods
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- scientific article; zbMATH DE number 3188884 (Why is no real title available?)
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Multiple changepoint detection in categorical data streams
- Multiple local Whittle estimation in stationary systems
- Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
- Ocean Circulation Kinetic Energy: Reservoirs, Sources, and Sinks
- Online linear and quadratic discriminant analysis with adaptive forgetting for streaming classification
- RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION
- Rotary components, random ellipses and polarization: a statistical perspective
- Semiparametric analysis of long-memory time series
- Short-time fourier transform: two fundamental properties and an optimal implementation
- Spectral Analysis for Physical Applications
- Spectral estimation for point processes and random fields
- Spectral properties of human cognition and skill
- The debiased Whittle likelihood
- The estimation of frequency
- Time series. Data analysis and theory.
- Wavelet spectra for multivariate point processes
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