The following pages link to (Q4124142):
Displaying 50 items.
- Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment (Q292001) (← links)
- An automated optimal engagement and attention detection system using electrocardiogram (Q454678) (← links)
- Effects of noise on some dynamical models in ecology (Q581300) (← links)
- Spectra-based estimates of certain time-domain parameters of a bivariate stationary-point process (Q758068) (← links)
- Comparison of FFT, direct inversion, and conjugate gradient methods for use in pseudo-spectral methods (Q794508) (← links)
- J. R. Wolf and the Zürich sunspot relative numbers (Q801886) (← links)
- Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
- Wind characterization and potential assessment using spectral analysis (Q954675) (← links)
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise (Q958808) (← links)
- Computing circadian rhythmic patterns and beyond: introduction to a new non-Fourier analysis (Q964656) (← links)
- Random field priors for spectral density functions (Q997305) (← links)
- Realisations of finite-sample frequency-selective filters (Q999011) (← links)
- Disentangling mark/point interaction in marked-point processes (Q1019944) (← links)
- A functional limit theorem for tapered empirical spectral functions (Q1060489) (← links)
- Asymptotic normality of spectral estimates (Q1067335) (← links)
- Optimal statistical estimators of spectral density in \(L^ 2\) (Q1069641) (← links)
- Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule (Q1174639) (← links)
- Discrete event simulation modelling of computer systems for performance evaluation (Q1254859) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- Optimal transformations and the spectral envelope for real-valued time series (Q1361640) (← links)
- The spectral envelope and its applications. (Q1431184) (← links)
- On the integral of the squared periodogram (Q1613586) (← links)
- Nonparametric high resolution spectral estimation (Q1822877) (← links)
- Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series (Q1823600) (← links)
- Exploratory spectral analysis of hydrological times series (Q1911122) (← links)
- Cyclic majorization and smoothing operators (Q1913656) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Matrices -- compensating the loss of anschauung (Q2101899) (← links)
- Temporal pattern attention for multivariate time series forecasting (Q2320574) (← links)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
- A three-state recursive sequential Bayesian algorithm for biosurveillance (Q2361184) (← links)
- Application of complex demodulation on bZIP and bHLH-PAS protein domains (Q2643355) (← links)
- Periodic measures and Wasserstein distance for analysing periodicity of time series datasets (Q2700235) (← links)
- Analysing Seasonal Health Data. By Adrian G. Barnett and Annette J. Dobson (Q2802762) (← links)
- Multivariate Time Series Analysis (Q2847929) (← links)
- An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise (Q2877526) (← links)
- New Statistic to Increase Correctness in Simulation Factor Screening Using Frequency Domain Method (Q2920031) (← links)
- Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting (Q3165726) (← links)
- An Examination of the Slutsky Effect in Interpreting Arima Models (Q3314792) (← links)
- SPECTRAL ANALYSIS WITH TAPERED DATA (Q3345638) (← links)
- On characteristic function-based bootstrap tests (Q3598243) (← links)
- TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES (Q3703147) (← links)
- EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY (Q3727190) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (Q3738439) (← links)
- Wave modulation in a nonlinear dispersive medium (Q3904956) (← links)
- Estimation of noise correlations in transfer function models (Q3920493) (← links)
- Estimating reliability growth (or deterioration) using time series analysis (Q3963911) (← links)
- DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE (Q4021565) (← links)
- SPECTRAL ANALYSIS OF STATIONARY POINT PROCESSES USING THE FAST FOURIER TRANSFORM ALGORITHM (Q4021570) (← links)
