Miscellanea. A simple span selector for periodogram smoothing
From MaRDI portal
Publication:4376607
DOI10.1093/biomet/84.4.965zbMath0892.62072MaRDI QIDQ4376607
Publication date: 1997
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/84.4.965
62M15: Inference from stochastic processes and spectral analysis
Related Items
Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths, Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling, The generalized shrinkage estimator for the analysis of functional connectivity of brain signals, Nonparametric spectral analysis with applications to seizure characterization using EEG time series, On nonparametric and semiparametric testing for multivariate linear time series, Algorithm for adaptively smoothing the log-periodogram, Testing for seasonal unit roots by frequency domain regression