A Nonlinear Method for Robust Spectral Analysis

DOI10.1109/TSP.2010.2042479MaRDI QIDQ4570229zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2010.2042479

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(9)

• A spectral approach to estimate the autocovariance function
• An M-estimator for the long-memory parameter
• Nonlinear distortion analysis via perturbation method
• The kepstrum method for spectral analysis†
• \(M\)-periodogram for the analysis of long-range-dependent time series
• Periodicity detection in irregularly sampled light curves by robust regression and outlier detection
• Nonlinear Spectral Analysis: A Local Gaussian Approach
• Robust high resolution spectral estimation: a combined non-parametric-parametric approach
• A robust M-estimator for Gaussian ARMA time series based on the Whittle approximation

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