Time series. Data analysis and theory.
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Publication:5890368
principal componentscanonical analysisFourier transformsfrequency analysisdeterministic seriesestimation of power spectralinear time-invariant relationsspectra of vector-valued series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Collected or selected works; reprintings or translations of classics (01A75)
Cited in
(only showing first 100 items - show all)- A copula spectral test for pairwise time reversibility
- A frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes
- Higher-order accurate spectral density estimation of functional time series
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- Inverse covariance operators of multivariate nonstationary time series
- Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic
- A regularised estimator for long-range dependent processes
- Editorial: Introduction to quantum probability theory and its economic applications
- Spectral PCA for MANOVA and data over binary trees
- Partial correlation graphs for continuous-parameter time series
- A moment-based notion of time dependence for functional time series
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Time-series-cross-section Data
- Periodogram analysis with missing observations
- Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability
- Centered and non-centered principal component analyses in the frequency domain
- Asymptotic theory of cepstral random fields
- Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions
- Feedback in a predictive model of a reactive distillation process
- Fourier analysis of stationary time series in function space
- Spatial regression with non-parametric modeling of Fourier coefficients
- Statistical inference for quantiles in the frequency domain
- Spectral density estimation of function-valued spatial processes
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Graphical Principal Component Analysis of Multivariate Functional Time Series
- Liszt's Ètude S.136 no.1: audio data analysis of two different piano recordings
- Mixed orthogonality graphs for continuous-time stationary processes
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- Statistical Inference for High-Dimensional Spectral Density Matrix
- Frequency Domain Statistical Inference for High-Dimensional Time Series
- Principal components analysis and cyclostationarity
- Moment bounds for large autocovariance matrices under dependence
- On proximity between PCA in the frequency domain and usual PCA
- Relic neutrino detection through angular correlations in inverse β-decay
- Analysis of linear and bilinear spatial temporal models in the case of missing observations
- Wavelet denoising techniques with applications to experimental geophysical data
- Principal Component Analysis of High-Frequency Data
- Time series: theory and methods
- A frequency-domain test for multivariate white noise
- Additive inverse regression models with convolution-type operators
- On the theory of continuous time series
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
- A new heteroskedasticity-robust test for explosive bubbles
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Time series analysis of categorical data using auto-mutual information
- Multiscale analysis of neural spike trains
- Probabilistic Formulation of Independent Vector Analysis Using Complex Gaussian Scale Mixtures
- Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling
- A method of estimating the partial power spectrum of a bivariate point process and an application to a neurophysiological data set
- Common factors and common shocks: a tale of three (close) signal extraction procedures
- A white noise test under weak conditions
- Evaluating model misspecification in independent component analysis
- Discriminant analysis of time series in the presence of within-group spectral variability
- The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach
- Finding common task-related regions in fMRI data from multiple subjects by periodogram clustering and clustering ensemble
- Replicated INAR(1) processes
- On the use of the cumulant generating function for inference on time series
- A nonparametric efficient evaluation of partial directed coherence
- Principal component analysis using frequency components of multivariate time series
- Hypothesis testing for high-dimensional time series via self-normalization
- A new non‐parametric cross‐spectrum estimator
- On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series
- On the frequency domain composite likelihood methods for estimating space-time covariance functions for large datasets
- Optimal modeling of nonlinear systems: method of variable injections
- Model averaging prediction for possibly nonstationary autoregressions
- Application of continuous wavelet transform in examining soil spatial variation: a review
- Optimal choice of bootstrap block length for periodically correlated time series
- Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm
- Bayesian multiscale feature detection of log-spectral densities
- Factor modeling of multivariate time series: a frequency components approach
- The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
- Graphical models for nonstationary time series
- On the integral with respect to the tensor product of two random measures
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Wiener-type integral approximation for sampling distributions of irregularly spaced spatial data
- Piecewise monotone estimation in one-parameter exponential families
- Inferential theory for generalized dynamic factor models
- An Algebraic Estimator for Large Spectral Density Matrices
- scientific article; zbMATH DE number 5218527 (Why is no real title available?)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
- Relation between unit operators proximity and their associated spectral measures
- Optimal design of Fourier estimator in the presence of microstructure noise
- A class of \(k\)th-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
- Variability of convection velocities and structure inclination angles in wall-bounded turbulence
- Extreme Spectra of Var Models and Orders of Near‐Cointegration
- Selected statistical methods of data analysis for multivariate functional data
- Geometric and long run aspects of Granger causality
- Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
- On the relationship between the theory of cointegration and the theory of phase synchronization
- Spectrum inference for replicated spatial locally time-harmonizable time series
- Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
- Asymptotic theory of principal component analysis for time series data with cautionary comments
- John W. Tukey's work on time series and spectrum analysis.
- The relationship between coherence and the phase-locking value
- Robust tests for time series comparison based on Laplace periodograms
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics
- Shrinkage estimation for multivariate time series
- Multiplier subsample bootstrap for statistics of time series
- On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data
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