Estimation of non-stationary spectra by simulated annealing

DOI10.1080/03610919608813320zbMATH Open0875.62431OpenAlexW1980318288MaRDI QIDQ4337280FDOQ4337280

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

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zbMATH Keywords

bandwidthglobal minimumlinear filterspectral density functionmultiple extrema

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Optimization by Simulated Annealing
• Title not available (Why is that?)
• Instantaneous Power Spectra
• Title not available (Why is that?)
• Cooling Schedules for Optimal Annealing
• On random processes that are almost strict sense stationary
• Adaptive Smoothing using Evolutionary Spectra
• The envelope of an oscillatory process and its upcrossings
• Non-linearity and Non-stationarity in Dynamic Econometric Models

Cited In (1)

• Determination of discrete relaxation spectra using simulated annealing.

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