Time series with mixed spectra

DOI10.1201/B15154MaRDI QIDQ2852233zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li

Publication date 8 October 2013

Full work available at URL https://doi.org/10.1201/b15154

zbMATH Keywords

time seriesrandom noisemixed spectrahidden periodic components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Recommendations

• Spectral analysis for univariate time series
• Estimation of the mixed AR and hidden periodic model
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• A robust periodogram for high-resolution spectral analysis
• scientific article; zbMATH DE number 870552

Cited in

(5)

• Statistical inference for oscillation processes
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
• Quantile periodogram and time-dependent variance
• The integrated copula spectrum
• Mixed time-based spectrum estimators

This page was built for publication: Time series with mixed spectra

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2852233)