Frequency domain characteristics of linear operator to decompose a time series into the multi-components

DOI10.1007/BF00053367zbMath0850.62647MaRDI QIDQ1206608

S. Singh

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Applications of quasi-periodic oscillation models to seasonal small count time series.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spline smoothing: The equivalent variable kernel method
• Smoothness priors transfer function estimation
• Bayesian cohort models for general cohort table analyses
• A Bayesian approach to nonparametric test problems
• A Bayesian approach to binary response curve estimation
• Changing spectrum estimation
• A smoothness priors long AR model method for spectral estimation
• COMPUTATIONALLY EFFICIENT IMPLEMENTATION OF A BAYESIAN SEASONAL ADJUSTMENT PROCEDURE
• Common Structure of Smoothing Techniques in Statistics
• Penalized Likelihood for General Semi-Parametric Regression Models
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data
• A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
• A completely automatic french curve: fitting spline functions by cross validation
• Nonparametric Roughness Penalties for Probability Densities
• Classical approximation for the change of polarization in potential scattering
• Smoothing noisy data with spline functions
• An approach to the nonstationary process analysis