The following pages link to (Q4778193):
Displaying 49 items.
- Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis (Q428187) (← links)
- Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series (Q449934) (← links)
- Stationarizing two classes of nonstationary processes by wavelet (Q719974) (← links)
- The application of parametric multichannel spectral estimates in the study of electrical brain activity (Q798577) (← links)
- Assessment of brain interactivity in the motor cortex from the concept of functional connectivity and spectral analysis of fMRI data (Q936105) (← links)
- Spatial multi-taper spectrum estimation for nuclear reactor modelling (Q961943) (← links)
- Regional business cycles in Italy (Q1020894) (← links)
- Saisonbereinigung mittels rekursiver Filter. (Seasonal adjustment by recursive filters) (Q1091728) (← links)
- Spectral approximation (Q1100669) (← links)
- Multivariate estimates of the permanent components of GNP and stock prices (Q1104023) (← links)
- Approximation and numerical treatment of an autoregressive equation with stochastic coefficients (Q1121667) (← links)
- An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets (Q1129894) (← links)
- Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study (Q1139928) (← links)
- A class of spectral density estimators (Q1148095) (← links)
- Low frequency filtering and real business cycles (Q1195785) (← links)
- AR and ARMA spectral estimation (Q1262110) (← links)
- State realization with exogenous variables -- a test on blast furnace data (Q1266646) (← links)
- Multivariate detrending under common trend restrictions: implications for business cycle research (Q1292270) (← links)
- On autocorrelation estimation in mixed-spectrum Gaussian processes (Q1316600) (← links)
- Joint conditional simulations and the spectral approach for flow modeling (Q1329068) (← links)
- Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110) (← links)
- Spectral estimation of non-stationary white noise (Q1349431) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions (Q1631752) (← links)
- Neuro-fuzzy model for evaluating the performance of processes using transfer function (Q1637715) (← links)
- Measures of generalized magnitude-squared coherence: differences and similarities (Q1661780) (← links)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- Signal extraction for nonstationary time series with diverse sampling rules (Q1695679) (← links)
- Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil (Q1752000) (← links)
- A note on autocovariance estimation in the presence of discrete spectra (Q1897084) (← links)
- Random planar shapes and their statistical recognition (Q1924771) (← links)
- Spectral analysis of fractionally cointegrated systems (Q1927489) (← links)
- Examining interindividual differences in cyclicity of pleasant and unpleasant affects using spectral analysis and item response modeling (Q2260032) (← links)
- Statistical inference for time series with non-precise data (Q2302790) (← links)
- State space models on special manifolds (Q2507755) (← links)
- A weak approximation for the Wiener–Hopf factorization (Q2813510) (← links)
- On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (Q3019740) (← links)
- Partial group delay and time-lagged relationships among multiple time series (Q3028139) (← links)
- (Q3042245) (← links)
- REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188) (← links)
- Mean Value Estimation of a Covariance Stationary, Continuous-Time Process, with Simulation Output Applications (Q3314787) (← links)
- MULTIPLICATIVE EXPONENTIAL MODELS FOR STATIONARY TIME SERIES (Q3333929) (← links)
- Group delay, partial group delay and index-lag relationship for multidimensional processes (Q3361765) (← links)
- Estimation of regression coefficients in case of differentiable error processes (Q3426332) (← links)
- Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information (Q3440756) (← links)
- Temporal Aggregation of Seasonally Near‐Integrated Processes (Q4973947) (← links)
- Synthesis-based time-scale transforms for non-stationary signals (Q6038819) (← links)
- Asymptotic behavior of the prediction error for stationary sequences (Q6168536) (← links)
- Hellinger distance estimation for nonregular spectra (Q6496906) (← links)
