The Maximum Deviation of Sample Spectral Densities
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Cited in
(18)- Weak convergence of dependent empirical measures with application to subsampling in function spaces
- Testing a hypothesis about the spectrum of a linearly regular sequence
- Optimal rates of convergence for estimating Toeplitz covariance matrices
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
- Moderate deviations for quadratic forms in Gaussian stationary processes
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
- Asymptotic spectral theory for nonlinear time series
- Estimation for almost periodic processes
- Asymptotics of spectral density estimates
- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
- Covariance matrix estimation for stationary time series
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
- Spectral Inference under Complex Temporal Dynamics
- Asymptotic spectral theory for spatial data
- Graphical models for nonstationary time series
- On maxima of periodograms of stationary processes
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