Cites work
- scientific article; zbMATH DE number 3174826 (Why is no real title available?)
- scientific article; zbMATH DE number 3502569 (Why is no real title available?)
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
- scientific article; zbMATH DE number 3272007 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- THE DISTRIBUTION OF PERIODOGRAM ORDINATES
- The Hartman-Wintner Law of the Iterated Logarithm for Martingales
- The estimation of frequency
- The estimation of the order of an ARMA process
Cited in
(29)- AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
- A statistically and computationally efficient method for frequency estimation
- A consistent model selection for orthogonal regression under component-wise shrinkage
- Estimation of the frequency in cyclical long-memory series
- On maxima of periodograms of stationary processes
- Asymptotic normality of sample autocovariances with an application in frequency estimation
- AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
- Estimation of the mixed AR and hidden periodic model
- A law of the iterated logarithm for an estimate of frequency
- The periodogram at the Fourier frequencies
- A goodness-of-fit test for ARCH(\(\infty\)) models
- A goodness-of-fit test for ARCH(\(\infty\)) models
- The maximum of the periodogram of a non-Gaussian sequence.
- Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
- Asymptotics of least squares for nonlinear harmonic regression
- THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
- Goodness of fit for lattice processes
- ON-LINE FREQUENCY ESTIMATION
- ON LOW AND HIGH FREQUENCY ESTIMATION
- ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
- Testing for structural change in regression with long memory processes
- An alternative bootstrap to moving blocks for time series regression models
- MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
- Differencing as an approximate de-trending device
- scientific article; zbMATH DE number 958367 (Why is no real title available?)
- A bootstrap causality test for covariance stationary processes
- The expected \(L_{p}\) norm of random polynomials
- Covariance matrix estimation for stationary time series
- Residual log-periodogram inference for long-run relationships
This page was built for publication: The maximum of the periodogram
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1053404)