Spectral estimation in the presence of missing data
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- Efficient non-parametric estimation of the spectral density in the presence of missing observations
- scientific article; zbMATH DE number 4088784
- Spectral analysis of signals. The missing data case.
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- Missing data spectral estimation using l_q penalized matrix completion
- Spectrum estimation with missing values: a regularized nuclear norm minimization approach
- Spectral modeling of time series with missing data
- Spectral estimation for locally stationary time series with missing observations
- Spectral analysis of high-dimensional sample covariance matrices with missing observations
- Missing not at random and the nonparametric estimation of the spectral density
Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A LARCH(∞) Vector Valued Process
- A likelihood approximation for locally stationary processes
- A new covariance inequality and applications.
- A new weak dependence condition and applications to moment inequalities
- Asymptotic theory of weakly dependent stochastic processes
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Detection of multiple changes in a sequence of dependent variables
- Efficient non-parametric estimation of the spectral density in the presence of missing observations
- Estimation in conditionally heteroscedatic time series models.
- Estimation of the autocorrelation function of a stationary time series with missing observations
- Estimation of Time Series Models in the Presence of Missing Data
- Evaluation for moments of a ratio with application to regression estimation
- scientific article; zbMATH DE number 3843027 (Why is no real title available?)
- scientific article; zbMATH DE number 4121135 (Why is no real title available?)
- scientific article; zbMATH DE number 3221815 (Why is no real title available?)
- scientific article; zbMATH DE number 3188884 (Why is no real title available?)
- Least squares estimation of ARCH models with missing observations
- Mixing: Properties and examples
- Non-strong mixing autoregressive processes
- Spectral estimation for locally stationary time series with missing observations
- The functional central limit theorem for strongly mixing processes
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
- Weak dependence, models and some applications
- WHITTLE ESTIMATION OF ARCH MODELS
Cited in
(11)- Spectral modeling of time series with missing data
- Autoregressive spectral analysis when observations are missing
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
- Spectral analysis of high-dimensional sample covariance matrices with missing observations
- Missing data spectral estimation using l_q penalized matrix completion
- Missing not at random and the nonparametric estimation of the spectral density
- Efficient non-parametric estimation of the spectral density in the presence of missing observations
- On two-stage estimation of the spectral density with assigned risk in presence of missing data
- Efficient non parametric spectral density estimation with censored observations
- An irregularly spaced ARMA(1,1) model and an application to contamination data
- Spectral estimation for locally stationary time series with missing observations
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