Pages that link to "Item:Q3345638"

The following pages link to SPECTRAL ANALYSIS WITH TAPERED DATA (Q3345638):

Displaying 50 items.

• Asymptotics for functionals of powers of a periodogram (Q341094) (← links)
• Approximate variances for tapered spectral estimates (Q634896) (← links)
• Periodogram analysis with missing observations (Q854433) (← links)
• A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
• A data-driven test to compare two or multiple time series (Q901611) (← links)
• Prolate spheroidal spectral estimates (Q945468) (← links)
• A note on the stationary bootstrap's variance (Q1002163) (← links)
• A functional limit theorem for tapered empirical spectral functions (Q1060489) (← links)
• Asymptotic normality of spectral estimates (Q1067335) (← links)
• On the errors-in-variables problem for time series (Q1076466) (← links)
• Empirical spectral processes and their applications to time series analysis (Q1109413) (← links)
• Differencing as an approximate de-trending device (Q1117657) (← links)
• Fitting time series models to nonstationary processes (Q1355167) (← links)
• Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes. (Q1428587) (← links)
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
• Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (Q1722054) (← links)
• Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil (Q1752000) (← links)
• Estimating nonlinear functions of the spectral density, using a data- taper (Q1804814) (← links)
• Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
• Nonparametric high resolution spectral estimation (Q1822877) (← links)
• Edgeworth expansions for spectral mean estimates with applications to Whittle estimates (Q1895423) (← links)
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
• Goodness-of-fit tests for stationary Gaussian processes with tapered data (Q2040612) (← links)
• Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Statistical estimation for stationary models with tapered data (Q2116627) (← links)
• Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Log-periodogram regression of two-dimensional intrinsically stationary random fields (Q2195539) (← links)
• Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes (Q2290086) (← links)
• Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• Inference on the Lévy measure in case of noisy observations (Q2452885) (← links)
• Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
• Some results concerning the asymptotic distribution of sample Fourier transforms and periodograms for a discrete-time stationary process with a continuous spectrum (Q2742775) (← links)
• The Yule–Walker equations as a weighted least-squares problem and the association with tapering (Q2817140) (← links)
• Akaike's information criterion correction for the least-squares autoregressive spectral estimator (Q2851987) (← links)
• Frequency and phase estimation in time series with quasi periodic components (Q2930898) (← links)
• Minimum Contrast Method for Parameter Estimation in the Spectral Domain (Q2946100) (← links)
• A wavelet-Fisz approach to spectrum estimation (Q3552856) (← links)
• (Q3681377) (← links)
• A mean squared error criterion for time series data windows (Q3796593) (← links)
• Efficient estimation of functionals of the spectral density of stationary Gaussian fields (Q4256300) (← links)
• An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation (Q4267413) (← links)
• On estimating linear functional of the covariance function of a stationary process (Q4371842) (← links)
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (Q4822450) (← links)
• Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
• Spectral analysis of data (Q5176020) (← links)