Estimation of non-stationary spectra by simulated annealing

DOI10.1080/03610919608813320MaRDI QIDQ4337280zbMATH OpenOpenAlexFDO

Authors Li Chao

Publication date 11 November 1997

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919608813320

zbMATH Keywords

bandwidthglobal minimumlinear filterspectral density functionmultiple extrema

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 41029 (Why is no real title available?)
• Adaptive Smoothing using Evolutionary Spectra
• Cooling Schedules for Optimal Annealing
• Instantaneous Power Spectra
• Non-linearity and Non-stationarity in Dynamic Econometric Models
• On random processes that are almost strict sense stationary
• Optimization by simulated annealing
• The envelope of an oscillatory process and its upcrossings

Cited in

(2)

• Application of simulated annealing for multispectral tomography
• Determination of discrete relaxation spectra using simulated annealing.

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