PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA

Cited in

(50)

Deciding between GARCH and stochastic volatility via strong decision rules
Statistics of the spectral densities of stationary stochastic processes
Optimal properties of certain spectral density statistics
Variance-type estimation of long memory
Record length requirement of long-range dependent teletraffic
Optimal design of Fourier estimator in the presence of microstructure noise
Nonparametric high resolution spectral estimation
A limit theorem for spectral density statistics with time shift
John W. Tukey's work on time series and spectrum analysis.
Representing smoothed spectrum estimate with the Cauchy integral
Generalized Cauchy model of sea level fluctuations with long-range dependence
Sparsely observed functional time series: estimation and prediction
Extending the validity of frequency domain bootstrap methods to general stationary processes
Testing for boundary conditions in case of fractionally integrated processes
Fourier trajectory analysis for system discrimination
Development of the complex general linear model in the Fourier domain: application to fMRI multiple input-output evoked responses for single subjects
Bayesian nonparametric spectral density estimation using B-spline priors
Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
On discriminating between long-range dependence and changes in mean
Testing for common deterministic trend slopes
On empirical spectral analysis of stochastic processes
On size and power of heteroskedasticity and autocorrelation robust tests
Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
Data-Adaptive Estimation of Time-Varying Spectral Densities
THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
The digital rainbow: Some history and applications of numerical spectrum analysis
ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
A Review of Nonparametric Time Series Analysis
Automatic Block-Length Selection for the Dependent Bootstrap
Autoregressive spectral estimates under ignored changes in the mean
A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
M tests with a new normalization matrix
Rank test of unit‐root hypothesis with AR‐GARCH errors
IFF: A Superresolution Algorithm for Multiple Measurements
Another look at the disjoint blocks bootstrap
Asymptotics of trimmed CUSUM statistics
Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
Large-eddy simulation of the fluid-structure interaction in aquatic canopies consisting of highly flexible blades
Debiasing Welch's method for spectral density estimation
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Subsampling realised kernels
Inference with dependent data using cluster covariance estimators
On some moments and distributions occurring in the theory of linear stochastic process. II
Time-localized wavelet multiple regression and correlation
Nonparametric functionals of spectral distributions and their applications to time series analy\-sis
Spectral density estimation for linear processes with dependent innovations

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