Pages that link to "Item:Q1114259"
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The following pages link to Estimating the spectral densities of a Gaussian periodically correlated process (Q1114259):
Displaying 17 items.
- Empirical spectral and bispectral analyses of periodically nonstationary stochastic processes (Q1310757) (← links)
- Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes (Q1338755) (← links)
- Spectral analysis for harmonizable processes (Q1848938) (← links)
- Estimation for almost periodic processes (Q2500448) (← links)
- A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
- (Q3580534) (← links)
- (Q3675375) (← links)
- (Q3677009) (← links)
- (Q3988677) (← links)
- Poisson sampling for spectral estimation in periodically correlated processes (Q4311220) (← links)
- Kernels and Multiple Windows for Estimation of the Wigner-Ville Spectrum of Gaussian Locally Stationary Processes (Q4564281) (← links)
- (Q4581311) (← links)
- (Q4725569) (← links)
- On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density (Q4940451) (← links)
- Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (Q5413944) (← links)
- Noise-to-signal ratio of single-trajectory spectral densities in centered Gaussian processes (Q5877061) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
