Estimation of spectral density for seasonal time series models
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Publication:1771287
DOI10.1016/j.spl.2003.09.012zbMath1058.62074MaRDI QIDQ1771287
Publication date: 7 April 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2003.09.012
62G07: Density estimation
62M15: Inference from stochastic processes and spectral analysis
65C05: Monte Carlo methods
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Cites Work
- Higher-order approximations for frequency domain time series regression
- The wavelet detection of hidden periodicities in time series
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- Regression for time series with errors of measurement