Spectral density estimation in time series analysis for dynamical systems

MaRDI QIDQ6966405zbMATH OpenFDO

Authors Abdelkader Chahad, Mohammed Bassoudi, Zouaoui Chikr-el-Mezouar

Publication date 27 June 2025

Published in Nonlinear Dynamics and Systems Theory (Search for Journal in Brave)

Full work available at URL http://e-ndst.kiev.ua/v25n2/2(98).pdf

zbMATH Keywords

ARMA modelsasymptotic propertiesdynamical periodogramFourier analysisspectral density

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• Asymptotic properties of spectral estimates of second order
• Asymptotic spectral theory for nonlinear time series
• Bayesian nonparametric spectral density estimation using B-spline priors
• scientific article; zbMATH DE number 3148853 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications
• Nonlinear spectral density estimation: thresholding the correlogram
• Nonparametric Bayesian inference for the spectral density based on irregularly spaced data
• Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
• Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Spectral analysis and invariant measure in studying the dynamics of a metabolic process in the glycolysis-gluconeogenesis system
• The analysis of demand and supply of blood in hospital in Surabaya city using panel data regression

Cited in

(1)

• Train departure scheduling using Kleene star and Petri net queue model (Cicalengka-Padalarang)

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