Pages that link to "Item:Q5600588"
From MaRDI portal
The following pages link to The Maximum Deviation of Sample Spectral Densities (Q5600588):
Displayed 11 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)
- 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)