Pages that link to "Item:Q2931588"
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The following pages link to Nonlinear spectral density estimation: thresholding the correlogram (Q2931588):
Displaying 18 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- On nonparametric spectral estimation (Q1306193) (← links)
- Estimation of spectral density for seasonal time series models (Q1771287) (← links)
- Envelope correlation function of the narrow-band non-Gaussian process (Q1905489) (← links)
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Correlation and spectral analysis of nonlinear transformations of sequency-band-limited signals (Q3679096) (← links)
- Efficient bias corrected nonparametric spectral estimation (Q4020621) (← links)
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817) (← links)
- SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES (Q4337820) (← links)
- (Q4709632) (← links)
- Threshold detection in correlated non-Gaussian noise fields (Q4857499) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
