Spectral density estimation with amplitude modulation and outlier detection

DOI10.1007/BF02506479zbMath1078.62099MaRDI QIDQ2581117

Jiancheng Jiang, Yer Van Hui

Publication date: 13 January 2006

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

zbMATH Keywords

simulationslocal linear regression, missing observationsgeneralized periodogram

Mathematics Subject Classification ID

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

Related Items (7)

Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations ⋮ On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data ⋮ Missing not at random and the nonparametric estimation of the spectral density ⋮ Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) ⋮ EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS ⋮ On the theory of continuous time series ⋮ On sequential spectral analysis of amplitude-modulated time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A central limit theorem for generalized quadratic forms
• Influence functionals for time series (with discussion)
• Time series: theory and methods.
• Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
• Outliers in multivariate time series
• An Effective Bandwidth Selector for Local Least Squares Regression
• Mathematical Considerations in the Estimation of Spectra
• Outlier Detection and Time Series Modeling
• Automatic Smoothing of the Log Periodogram
• Automatic Local Smoothing for Spectral Density Estimation
• Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
• LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION
• RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION
• Spectral Analysis with Regularly Missed Observations

This page was built for publication: Spectral density estimation with amplitude modulation and outlier detection