sapa

swMATH11944MaRDI QIDQ23879FDOQ23879

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Source code repository: https://github.com/cran/sapa

Cited In (88)

• Classification of periodic arrivals in event time data for filtering computer network traffic
• Predicting integrals of diffusion processes with unknown diffusion parameters
• A nonparametric efficient evaluation of partial directed coherence
• Disentangling modes with crossover instantaneous frequencies by synchrosqueezed chirplet transforms, from theory to application
• Empirical Frequency Band Analysis of Nonstationary Time Series
• A coarse-graining framework for spiking neuronal networks: from strongly-coupled conductance-based integrate-and-fire neurons to augmented systems of ODEs
• Efficient tapered local Whittle estimation of multivariate fractional processes
• Two-scale correlation and energy cascade in three-dimensional turbulent flows
• Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
• Improve concentration of frequency and time (ConceFT) by novel complex spherical designs
• Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
• Interharmonics in internal gravity waves generated by tide-topography interaction
• Constructing brain connectivity group graphs from EEG time series
• Heterogeneity Spectrum of Earth’s Upper Mantle Obtained from the Coherence of Teleseismic PWaves
• The Variance Profile
• Unaliasing of aliased line component frequencies
• LQ-Optimal Sampled-Data Control under Stochastic Delays: Gridding Approach for Stabilizability and Detectability
• Estimating variances in time series kriging using convex optimization and empirical BLUPs
• The generalised autocovariance function
• Emergence of stochastic resonance in a two-compartment hippocampal pyramidal neuron model
• Exchange rates in India: current account monetarism in a nonlinear context
• Frequency–wavenumber spectral analysis of spatio-temporal flows
• Spectral-norm risk rates for multi-taper estimation of Gaussian processes
• Multitaper Estimation on Arbitrary Domains
• Spectral‐based non‐central F mixed effect models, with application to otoacoustic emissions
• Bispectral unfolding of the skewness of correlated additive and multiplicative noise processes
• Discriminant analysis of time series in the presence of within-group spectral variability
• The influence of perceived stock value price histories in the mean-variance-instability model
• Slepian spatial-spectral concentration on the ball
• Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models
• Self-affine time series: Measures of weak and strong persistence.
• Decreasing the temporal complexity for nonlinear, implicit reduced-order models by forecasting
• The statistics of time-frequency analysis
• Spatiospectral concentration in the Cartesian plane
• Short-window spectral analysis using AMVAR and multitaper methods: a comparison
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• Small‐area estimation by combining time‐series and cross‐sectional data
• Transfer function models with time-varying coefficients
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter
• Estimation of spectral density of a stationary time series via an asymptotic of the periodogram
• The relationship between coherence and the phase-locking value
• Non-stationary log-periodogram regression
• The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
• Simple and powerful GMM over-identification tests with accurate size
• Title not available (Why is that?)
• Forecasting energy commodity prices using neural networks
• Nonlinear spectral density estimation: thresholding the correlogram
• A test sensitive to extreme hidden periodicities
• A harmonically weighted filter for cyclical long memory processes
• Low-frequency gravitational wave searches using spacecraft Doppler tracking
• Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
• Prolate spheroidal wave functions, an introduction to the Slepian series and its properties
• Swarm-based translation-invariant morphological prediction method for financial time series forecasting
• Filtering and frequency interpretations of singular spectrum analysis
• Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
• Exploratory spectral analysis of hydrological times series
• ConceFT: concentration of frequency and time via a multitapered synchrosqueezed transform
• Estimation of long-range dependence in gappy Gaussian time series
• Partial autocorrelation parameterization for subset autoregression
• Spatiospectral concentration of vector fields on a sphere
• The generalized shrinkage estimator for the analysis of functional connectivity of brain signals
• Improved bispectrum based tests for Gaussianity and linearity
• Real time estimation in local polynomial regression, with application to trend-cycle analysis
• A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix
• Faster ARMA maximum likelihood estimation
• Temporal variations of submillennial periodicities in sedimentary endogenic calcite from Lake Edward (Central Africa) during the late holocene
• Cepstral identification of autoregressive systems
• Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes
• Stochastic perturbations to dynamical systems: a response theory approach
• The spectral envelope and its applications.
• Random particle methods applied to broadband fan interaction noise
• Revisiting the concentration problem of vector fields within a spherical cap: a commuting differential operator solution
• Measuring and locating zones of chaos and irregularity
• Approximate variances for tapered spectral estimates
• Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
• Spectral Analysis for Physical Applications
• Dynamic mode decomposition for financial trading strategies
• Possible determinism and the real world data
• Distribution theory for the Studentized mean for long, short, and negative memory time series
• Temporal fluctuations in the potential energy of proteins: \(1/f^{\alpha}\) noise and diffusion
• Should structure functions be used to estimate power laws in turbulence? A comparative study
• Data-adaptive wavelets and multi-scale singular-spectrum analysis
• Patterns and coherence resonance in the stochastic Swift-Hohenberg equation with Pyragas control: the Turing bifurcation case
• Understanding long-range correlations in DNA sequences
• A comprehensive study of the bias and variance of frequency-response-function measurements: optimal window selection and overlapping strategies
• Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models
• Multi-taper spectral analysis in gravitational wave data analysis
• Monotone spectral density estimation

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