Pages that link to "Item:Q5600588"

The following pages link to The Maximum Deviation of Sample Spectral Densities (Q5600588):

Displaying 17 items.

• Covariance matrix estimation for stationary time series (Q450046) (← links)
• On maxima of periodograms of stationary processes (Q834359) (← links)
• Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
• Testing a hypothesis about the spectrum of a linearly regular sequence (Q1355303) (← links)
• Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
• Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
• On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
• Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Estimation for almost periodic processes (Q2500448) (← links)
• ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (Q3747573) (← links)
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
• Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
• Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)