Spectral density estimation from random sampling for multiplicative stationary processes
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Publication:597350
DOI10.1016/S0898-1221(03)90115-5zbMath1045.62093OpenAlexW1967639575MaRDI QIDQ597350
Mustapha Rachdi, Valérie Girardin
Publication date: 6 August 2004
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0898-1221(03)90115-5
Density estimation (62G07) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Related Items
Spectral density estimation from random sampling for multiplicative stationary processes, Time changes and stationarity issues for extended scalar autoregressive models, Nonstationary Data Analysis by Time Deformation
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