Nonparametric Methods for Deconvolving Multiperiodic Functions
DOI10.1046/J.1369-7412.2003.00420.XzbMATH Open1059.62031OpenAlexW2148940880MaRDI QIDQ4670779FDOQ4670779
Authors: Jiying Yin, Peter Hall 
Publication date: 22 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1046/j.1369-7412.2003.00420.x
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Cites Work
Cited In (8)
- Varying-coefficient model and applications for the periodic time series
- Recent advances in directional statistics
- Nonparametric Methods for Deconvolving Multiperiodic Functions
- Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures
- An alternative circular smoothing method to nonparametric estimation of periodic functions
- Percentile-\(t\) bootstrap confidence intervals for period using periodogram
- Nonparametric deconvolution problem for dependent sequences
- Improved nonparametric inference for multiple correlated periodic sequences
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