PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION (Q4319841)
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scientific article; zbMATH DE number 711381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION |
scientific article; zbMATH DE number 711381 |
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PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION (English)
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12 March 1995
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robustness
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Fourier transform outliers
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search for hidden frequencies
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smoothed periodogram
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spectrum estimation
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stationary time series
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periodic components
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outliers
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asymptotically exponential sample
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spectral density
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frequency domain
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kernel estimator
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\(M\)-estimation
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data-tapered periodogram
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simulation
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consistency
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asymptotic normality
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Gaussian time series
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contamination
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finite sample performance
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