Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
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(29)- Statistics of the spectral densities of stationary stochastic processes
- Asymptotic normality of spectral estimates
- Spectral based testing of the martingale hypothesis
- A spectral estimator for certain stationary random processes
- Inference in time series models using smoothed-clustered standard errors
- Mean-square consistency of the f-truncated M^2-periodogram
- Moderate deviations for quadratic forms in Gaussian stationary processes
- Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
- On asymptotic distributions of weighted sums of periodograms
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
- Goodness-of-fit tests for probability distributions and spectral distributions
- Markov chain Monte Carlo confidence intervals
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
- scientific article; zbMATH DE number 3774746 (Why is no real title available?)
- COMPARISON OF TIME AND CROSS-SECTIONAL AGGREGATION UNDER A TIME SERIES RANDOM COMPONENT MODEL
- Estimation of marginal and spectral modes
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Bahadur exact slopes of some tests for spectral densities
- Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
- The problem of inductive inference
- White noise testing for functional time series
- Is Newey-West optimal among first-order kernels?
- Time series properties of aggregate output fluctuations
- Improving the lag window estimators of the spectrum and memory for long-memory stationary Gaussian processes
- Asymptotics of an estimate of the spectral function of a stationary sequence
- On some moments and distributions occurring in the theory of linear stochastic processes. I
- On some moments and distributions occurring in the theory of linear stochastic process. II
- A test of fit for the spectral density function of a stochastic process
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis
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