Nonparametric functionals of spectral distributions and their applications to time series analy\-sis

DOI10.1016/J.JSPI.2006.06.025MaRDI QIDQ866648zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Haipeng Xing

Publication date 14 February 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.06.025

zbMATH Keywords

change pointweak convergencefrequency domainlinear processcentroid frequencyEMG studies of muscle fatigue

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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Cited in

(12)

• scientific article; zbMATH DE number 1944036 (Why is no real title available?)
• Frequency domain theory for functional time series: variance decomposition and an invariance principle
• Asymptotic Nonparametric Statistical Analysis of Stationary Time Series
• Non-Stationary Samples and Meta-Distribution
• Empirical spectral processes and their applications to time series analysis
• The functional nonparametric model and applications to spectrometric data
• Non-parametric statistics for quantifying differences in discrete spectra
• scientific article; zbMATH DE number 4001270 (Why is no real title available?)
• Parametric spectral discrimination
• A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
• scientific article; zbMATH DE number 3898064 (Why is no real title available?)
• SPHARMA approximations for stationary functional time series on the sphere

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