Laplace Periodogram for Time Series Analysis
From MaRDI portal
Publication:3632689
DOI10.1198/016214508000000265zbMath1471.62471OpenAlexW2041687729MaRDI QIDQ3632689
Publication date: 12 June 2009
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214508000000265
robustfrequencyspectral analysisleast absolute deviationheavy tailmixed spectrumharmonicheart rate variabilityzero crossing
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15)
Related Items
Nonlinear Spectral Analysis: A Local Gaussian Approach, Quantile spectral processes: asymptotic analysis and inference, The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series, A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network, Robust heart rate variability analysis by generalized entropy minimization, A spectral approach to estimate the autocovariance function, M-periodogram for the analysis of long-range-dependent time series, On robust spectral analysis by least absolute deviations, An \(M\)-estimator for the long-memory parameter, Statistical inference for quantiles in the frequency domain, Discriminant analysis based on binary time series, QUANTILOGRAMS UNDER STRONG DEPENDENCE, Fourier Analysis of Serial Dependence Measures, An Updated Literature Review of Distance Correlation and Its Applications to Time Series, Bayesian copula spectral analysis for stationary time series, Robust tests for time series comparison based on Laplace periodograms, Model assessment for time series dynamics using copula spectral densities: a graphical tool, QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE, A robust periodogram for high-resolution spectral analysis, Composite Quantile Periodogram for Spectral Analysis, Penalised quantile periodogram for spectral estimation, Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis, The integrated copula spectrum, Quantile Periodograms