The following pages link to Bibliography on cyclostationarity (Q1017215):
Displaying 22 items.
- A periodic Levinson-Durbin algorithm for entropy maximization (Q429609) (← links)
- Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- Periodically correlated modeling by means of the periodograms asymptotic distributions (Q1685304) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
- Estimation problems for periodically correlated isotropic random fields (Q2340295) (← links)
- Hilbertian spatial periodically correlated first order autoregressive models (Q2418373) (← links)
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
- Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
- Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508) (← links)
- Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated (Q2815349) (← links)
- Empirical determination of the frequencies of an almost periodic time series (Q2852498) (← links)
- Spectrum of periodically correlated fields (Q2969440) (← links)
- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes (Q2980133) (← links)
- Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices (Q3505316) (← links)
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
- Block Bootstrap for Poisson‐Sampled Almost Periodic Processes (Q5251503) (← links)
- Spectrum inference for replicated spatial locally time-harmonizable time series (Q6158223) (← links)
- Nonparametric identification of Wiener system with a subclass of wide-sense cyclostationary excitations (Q6498054) (← links)
