Pages that link to "Item:Q1433546"
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The following pages link to Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes (Q1433546):
Displaying 8 items.
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- On the statistics of estimated reflection and cepstrum coefficients of an autoregressive process (Q673710) (← links)
- Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes. (Q1428587) (← links)
- On the theory of continuous time series (Q2018714) (← links)
- A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process (Q2286040) (← 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)
- Spectral density estimation through a regularized inverse problem (Q3094078) (← links)
- THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES (Q3490808) (← links)
