1

Nonparametric Spectral Analysis of Multivariate Time Series

Year:
2020
Language:
english
File:
PDF, 1.30 MB
english, 2020
2

Fitting dynamic factor models to non-stationary time series

Year:
2011
Language:
english
File:
PDF, 1.32 MB
english, 2011
6

Locally stationary long memory estimation

Year:
2011
Language:
english
File:
PDF, 573 KB
english, 2011
7

PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION

Year:
1994
Language:
english
File:
PDF, 1.04 MB
english, 1994
15

Shrinkage estimation in the frequency domain of multivariate time series

Year:
2009
Language:
english
File:
PDF, 1.77 MB
english, 2009
20

A Wavelet-Based Test for Stationarity

Year:
2000
Language:
english
File:
PDF, 341 KB
english, 2000
21

CONSISTENCY FOR NON-LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

Year:
1995
Language:
english
File:
PDF, 964 KB
english, 1995
22

A wavelet-Fisz approach to spectrum estimation

Year:
2008
Language:
english
File:
PDF, 585 KB
english, 2008
26

MOTOR-HORN NOISES

Year:
1938
Language:
english
File:
PDF, 182 KB
english, 1938
44

Locally stationary Hawkes processes

Year:
2016
Language:
english
File:
PDF, 1013 KB
english, 2016
45

Locally Adaptive Estimation of Evolutionary Wavelet Spectra

Year:
2008
Language:
english
File:
PDF, 2.88 MB
english, 2008
50

Locally adaptive estimation of evolutionary wavelet spectra

Year:
2008
Language:
english
File:
PDF, 463 KB
english, 2008