On sequential spectral analysis of amplitude-modulated time series

DOI10.1080/07474946.2019.1611309MaRDI QIDQ5227808zbMATH OpenOpenAlexFDO

Authors Sam Efromovich

Publication date 7 August 2019

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2019.1611309

zbMATH Keywords

shapeadaptationARMAminimaxnonparametricMISEmean stopping time

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(5)

• Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
• SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES
• Spectral density estimation with amplitude modulation and outlier detection
• scientific article; zbMATH DE number 2104195 (Why is no real title available?)
• scientific article; zbMATH DE number 4178498 (Why is no real title available?)

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