Pages that link to "Item:Q1941444"
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The following pages link to Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series (Q1941444):
Displaying 10 items.
- A correlative-spectral identification method for quasi-stationary time processes that resolves the contradiction between accuracy and performance (Q650009) (← links)
- Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes (Q1199003) (← links)
- Subsampling for nonstationary time series with non-zero mean function (Q1687223) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929) (← links)
- On the solution nonlinear adjustment problems in the determination of frequencies in time series (Q2752647) (← links)
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series (Q2802914) (← links)
- Empirical determination of the frequencies of an almost periodic time series (Q2852498) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← 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)
