Pages that link to "Item:Q597350"
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The following pages link to Spectral density estimation from random sampling for multiplicative stationary processes (Q597350):
Displaying 16 items.
- Aggregation of spectral density estimators (Q467026) (← links)
- Spectral estimation of the Lévy density in partially observed affine models (Q544516) (← links)
- Spectral density estimation from random sampling for multiplicative stationary processes (Q597350) (← links)
- Spectral density estimation for linear processes with dependent innovations (Q945811) (← links)
- Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators (Q1120234) (← links)
- Statistical estimation of multidimensional parameter of spectral density. II (Q1124254) (← links)
- Spectral estimation of continuous-time stationary processes from random sampling (Q1336985) (← links)
- Estimation of trispectral density of a stationary stochastic process (Q2638702) (← links)
- Comparison of two sampling schemes in the spectral estimation of processes with random stationary \(n\)th increments (Q2738875) (← links)
- Estimation of spectral densities of stationary processes by the method of local minimum contrast (Q2896609) (← links)
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators (Q3608191) (← links)
- ON A CLASS OF NONSTATIONARY PROCESSES (Q3784922) (← links)
- Nonstationary Data Analysis by Time Deformation (Q4678803) (← links)
- (Q4886833) (← links)
- Large sample properties of spectral estimators for a class of stationary nonlinear processes (Q5467589) (← links)
- Time changes and stationarity issues for extended scalar autoregressive models (Q6195516) (← links)
