Pages that link to "Item:Q2739329"
From MaRDI portal
The following pages link to A unified view of multitaper multivariate spectral estimation (Q2739329):
Displaying 13 items.
- Short-window spectral analysis using AMVAR and multitaper methods: a comparison (Q843252) (← links)
- On the theory of continuous time series (Q2018714) (← links)
- A spectral approach to estimate the autocovariance function (Q2156825) (← links)
- Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (Q2157509) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Coherence-based time series clustering for statistical inference and visualization of brain connectivity (Q2318670) (← links)
- Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> (Q2807686) (← links)
- An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number (Q2816696) (← links)
- Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix (Q2955521) (← links)
- The Variance Profile (Q4916499) (← links)
- Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices (Q4999159) (← links)
- AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← links)
- A new non‐parametric cross‐spectrum estimator (Q6134631) (← links)
