PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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(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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