Pages that link to "Item:Q1298961"

The following pages link to Estimation of spectral density of a stationary time series via an asymptotic of the periodogram (Q1298961):

Displaying 18 items.

• Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series (Q449934) (← links)
• Optimal estimation of power spectral density by means of a time-varying autoregressive ap\-proach. (Q1275499) (← links)
• Estimation of spectral density for seasonal time series models (Q1771287) (← links)
• On the behavior of a Capon-type spectral density estimator (Q1896254) (← links)
• Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes (Q2152550) (← links)
• A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process (Q2286040) (← links)
• Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
• Bayesian nonparametric spectral density estimation using B-spline priors (Q2329750) (← links)
• Spectral decompositions of multiple time series: a Bayesian non-parametric approach (Q2443320) (← links)
• Bayesian spectral density estimation using P-splines with quantile-based knot placement (Q2667015) (← links)
• Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
• THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES (Q3490808) (← links)
• (Q3580534) (← links)
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
• (Q4725569) (← links)
• Automatic estimation of multivariate spectra via smoothing splines (Q5449355) (← links)
• Posterior consistency for the spectral density of non‐Gaussian stationary time series (Q6049786) (← links)