Pages that link to "Item:Q3266103"
From MaRDI portal
The following pages link to On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series (Q3266103):
Displaying 11 items.
- Variance inequalities for quadratic forms with applications (Q259859) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Spectral analysis for processes with almost periodic covariances (Q993796) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- On flat-top kernel spectral density estimators for homogeneous random fields (Q1918177) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence (Q3390616) (← links)
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
