Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes.

DOI10.1016/S0096-3003(03)00299-6zbMATH Open1045.62094OpenAlexW1973242712MaRDI QIDQ1428587FDOQ1428587

Authors: A. A. M. Teamah, Hassan S. Bakouch 

Publication date: 29 March 2004

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00299-6

Recommendations

• SPECTRAL ANALYSIS WITH TAPERED DATA
• Prolate spheroidal spectral estimates
• Statistical estimation for stationary models with tapered data
• Asymptotics of spectral density estimates
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics

zbMATH Keywords

Data tapersDiscrete time stationary processesFinite Fourier transformOverlapped and non-overlapped intervalsSpectral estimatesSpectral smoothing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Introduction to spectral analysis
• Title not available (Why is that?)
• Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes
• Asymptotic properties of spectral estimates of second order
• On a spectral density estimate obtained by averaging periodograms
• Title not available (Why is that?)
• Title not available (Why is that?)
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Cited In (7)

• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
• Prolate spheroidal spectral estimates
• On nonparametric estimates for the derivatives of the spectral density for a discrete-time stationary stochastic process
• Some asymptotic properties of a kernel spectrum estimate with different multitapers
• A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1))
• The comparative analysis of some periodogram's estimates of spectral density
• Title not available (Why is that?)

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