Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
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Publication:1941444
DOI10.1016/J.JMVA.2012.10.006zbMath1259.62085OpenAlexW2067321542MaRDI QIDQ1941444
Publication date: 12 March 2013
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.10.006
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Graphical methods in statistics (62A09)
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ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL ⋮ Prediction for the processes with almost cyclostationary structure ⋮ Subsampling for nonstationary time series with non-zero mean function ⋮ Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series ⋮ Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
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