Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function

DOI10.1080/01621459.2021.2021919MaRDI QIDQ6077582zbMATH OpenOpenAlexFDO

Authors Anna E. Dudek, Łukasz Lenart

Publication date 18 October 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2021.2021919

zbMATH Keywords

almost periodically correlatedcovariance matrix estimationmixingsubsampling

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A generalized block bootstrap for seasonal time series
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
• Block bootstrap for periodic characteristics of periodically correlated time series
• Consistent estimation of the bispectral density function of a harmonizable process
• Convolved subsampling estimation with applications to block bootstrap
• Correlation theory of almost periodically correlated processes
• Cyclostationarity: half a century of research
• Estimation for almost periodic processes
• Generalizations of Cyclostationary Signal Processing
• Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
• Generalized subsampling procedure for non-stationary time series
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 5769849 (Why is no real title available?)
• scientific article; zbMATH DE number 3954115 (Why is no real title available?)
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 44031 (Why is no real title available?)
• scientific article; zbMATH DE number 834332 (Why is no real title available?)
• scientific article; zbMATH DE number 3336457 (Why is no real title available?)
• Large sample confidence regions based on subsamples under minimal assumptions
• Mixing: Properties and examples
• Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
• Periodically Correlated Random Sequences
• Spectral analysis of signals. The missing data case.
• Subsampling
• Subsampling and model selection in time series analysis
• Subsampling for continuous-time almost periodically correlated processes
• Subsampling for nonstationary time series with non-zero mean function
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Time series. Data analysis and theory.
• Time-dependent dual-frequency coherence in multivariate non-stationary time series
• Time-Warped Almost-Cyclostationary Signals: Characterization and Statistical Function Measurements

Cited in

(5)

• scientific article; zbMATH DE number 4026623 (Why is no real title available?)
• Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
• Spectral density estimation for a class of spectrally correlated processes
• The dual frequency spectral density function of locally periodic stationary processes with an application to testing for correlation between different frequency bands of a time series
• Asymptotic distribution and subsampling in spectral analysis for spectrally correlated processes

This page was built for publication: Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6077582)