Pages that link to "Item:Q5012854"
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The following pages link to Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854):
Displaying 5 items.
- Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions (Q2405106) (← links)
- THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES (Q3490808) (← links)
- Robustness of the autoregressive spectral estimate for linear processes with infinite variance (Q4221686) (← links)
- Scaled Largest Eigenvalue Detection for Stationary Time-Series (Q4618216) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)