An exponential model for the spectrum of a scalar time series

From MaRDI portal
Publication:5676955

DOI10.1093/biomet/60.2.217zbMath0261.62074OpenAlexW2089309985MaRDI QIDQ5676955

Peter Bloomfield

Publication date: 1973

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/60.2.217




Related Items (76)

A parametric bootstrap test for cyclesImpact of missing data on the prediction of random fieldsBootstrap specification tests for linear covariance stationary processesLocally adaptive fitting of semiparametric models to nonstationary time series.On a criterion for the selection of models for stationary time seriesMeasuring and comparing smoothness in time series. The production smoothing hypothesisGoodness of fit for lattice processesAn automatic portmanteau test for serial correlationTruncated sum-of-squares estimation of fractional time series models with generalized power law trendDistribution-free tests for time series models specificationEstimation of the memory parameter by fitting fractionally differenced autoregressive modelsAn invariance property of optimal spectral bandwidthsHIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSESComputation of the autocovariances for time series with multiple long-range persistenciesTesting of unit root and other nonstationary hypotheses in macroeconomic time seriesPARAMETER ESTIMATION IN EXPONENTIAL MODELSMoment bounds and mean squared prediction errors of long-memory time seriesCovariate‐based cepstral parameterizations for time‐varying spatial error covariancesGeneralised Partial Autocorrelations and the Mutual Information Between Past and FutureDifferential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergenceHomogeneity tests for one-way models with dependent errors under correlated groupsRegions of autocorrelation coefficients in AR(p) and EX(p) processesNonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time seriesClustering of biological time series by cepstral coefficients based distancesTesting for long memory in the presence of non-linear deterministic trends with Chebyshev polynomialsTRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDSSzegő's theorem and its probabilistic descendantsCanonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variabilityPeak-insensitive parametric spectrum estimationParameter estimation of an autoregressive moving average modelGaussian pseudo-maximum likelihood estimation of fractional time series modelsModeling of time series arrays by multistep prediction or likelihood methods.Linear and segmented trends in sea surface temperature dataAsymptotic theory of cepstral random fieldsModels for circular data from time series spectraThe multiple testing problem for Box-Pierce statisticsLONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCESMEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNSBiological applications of time series frequency domain clusteringA new look at portmanteau testsExact factorization of the spectral density ann its application to wrf,castiilg and time series analysisFRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIESSpectral domain diagnostics for testing model proximity and disparity in time series dataFuzzy clustering of time series in the frequency domainThe use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integrationOn asymptotic properties of the plug-in cepstrum estimator for Gaussian time seriesAsymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series ModelsStrong dependence in the nominal exchange rates of the Polish zlotyA fractional integration analysis of the population in some OECD countriesSaddlepoint approximations for short and long memory time series: a frequency domain approachSmoothing spline ANOPOWFractional integration and structural breaks at unknown periods of timeGeneralised cepstral models for the spectrum of vector time seriesQuasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown formSemiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential modelsSemiparametric estimation for seasonal long-memory time series using generalized exponential modelsDiscriminant Analysis of Time Series in the Presence of Within-Group Spectral VariabilityThe Autoregressive metric for comparing time series modelsOrder Selection and Inference with Long Memory Dependent DataBroadband semi-parametric estimation of long-memory time series by fractional exponential modelsThe cyclical structure of the UK inflation rate: 1210--2016BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODELTECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVESpace‐time modelling of trends in temperature seriesUniform convergence of sample second moments of families of time series arrays.Gaussian estimation of parametric spectral density with unknown poleEmpirical evidence of the spot and the forward exchange rates in Canada.Testing fractional unit roots with non-linear smooth break approximations using Fourier functionsEfficient inference on fractionally integrated panel data models with fixed effectsWHY FARIMA MODELS ARE BRITTLEEfficiency improvements in inference on stationary and nonstationary fractional time seriesMultistep ahead forecasting of vector time seriesEstimation of time series models using residuals dependence measuresEstimation methods for stationary Gegenbauer processesParametric Inference in Stationary Time Series Models with Dependent ErrorsDistribution free goodness-of-fit tests for linear processes




This page was built for publication: An exponential model for the spectrum of a scalar time series