A new non‐parametric cross‐spectrum estimator
DOI10.1111/JTSA.12639OpenAlexW4200083480MaRDI QIDQ6134631FDOQ6134631
Authors: Evangelos E. Ioannidis 
Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12639
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- scientific article; zbMATH DE number 4001270
- PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
- Iterative nonparametric spectrum estimation
- Nonparametric spectrum estimation under the constraint of a minimum inter-sample spacing
- Nonparametric estimation of the spectrum of homogeneous Gaussian fields
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62Mxx)
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- THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
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- On the behavior of a Capon-type spectral density estimator
- Intrinsic wavelet regression for curves of Hermitian positive definite matrices
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