Pages that link to "Item:Q4892825"
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The following pages link to LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (Q4892825):
Displayed 11 items.
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- A test for a difference between spectral peak frequencies. (Q1285482) (← links)
- Algorithm for adaptively smoothing the log-periodogram (Q1398315) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Sum of the sample autocorrelation function (Q3077691) (← links)
- Adaptive bandwidth choice (Q4470129) (← links)
- Optimal window width choice in spectral density estimation (Q4514543) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)