Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data
From MaRDI portal
Cites work
- A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
- A method for the solution of certain non-linear problems in least squares
- A new look at the statistical model identification
- A Stochastic Approximation Method
- Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Broadband log-periodogram regression of time series with long-range dependence
- Concerning rates of convergence of Riemann sums
- Consistent estimation of the memory parameter for nonlinear time series
- Efficient non-parametric estimation of the spectral density in the presence of missing observations
- Efficient parameter estimation for self-similar processes
- scientific article; zbMATH DE number 3146409 (Why is no real title available?)
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3917463 (Why is no real title available?)
- scientific article; zbMATH DE number 4078584 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1944314 (Why is no real title available?)
- scientific article; zbMATH DE number 3395249 (Why is no real title available?)
- Lagrangian time series models for ocean surface drifter trajectories
- Large sample inference for long memory processes
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Linear Stochastic Systems
- Log-periodogram regression of time series with long range dependence
- Maximum likelihood estimation and model selection for locally stationary processes∗
- Nonlinear functionals of the periodogram
- Nonlinear log-periodogram regression for perturbed fractional processes
- On continuous-time autoregressive fractionally integrated moving average processes
- On two-stage estimation of the spectral density with assigned risk in presence of missing data
- PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
- Quasi-maximum likelihood estimation of long-memory limiting aggregate processes
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
- Regression and time series model selection in small samples
- SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
- Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes
- Statistical power of Fisher test for the detection of short periodic gene expression profiles
- Tests of significance in harmonic analysis.
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
- Time series: theory and methods.
Cited in
(2)
This page was built for publication: Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6631044)