JSTOR Daily

Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean

We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral estimates, and of studentized versions of linear statistics such as the sample mean, where the ...
EDN

Spectral analysis and modulation, part 3: Parametric estimation; wavelets

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...
JSTOR Daily

Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood

The penalized likelihood approach is not well developed in time series analysis, even though it has been applied successfully in a number of nonparametric function estimation problems. Chow and ...
EDN

Spectral analysis and modulation, part 2: Power spectrum analysis

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...
Kellogg School of Management

Optimal Window-Width Choice in Spectral Density Estimation: Review and Simulation

Citations: Fortin, Ines, Christoph Kuzmics. 2000. Optimal Window-Width Choice in Spectral Density Estimation: Review and Simulation. Journal of Statistical Computation and Simulation. (2)109-131.
Nature

Bayesian Analysis of Time Series Data

Bayesian analysis offers a robust framework for deciphering the intricate dynamics of time series data. By treating unknown parameters as random variables, this approach incorporates prior information ...