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  • Search: subject:"Spectral Density Function"
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Year of publication
Subject
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Spectral density function 6 spectral density function 6 Spectral Density Function 3 Time series analysis 3 Prediction 2 Zeitreihenanalyse 2 canonical factorization 2 discrete wavelet transform 2 panel data model 2 signal extraction 2 strong dependence 2 : C22: C52 1 ARMA model 1 ARMA-Modell 1 Anisotropic Random Fields 1 Auto bicorrelations 1 Autocorrelation functions 1 Autoregressive spectral analysis 1 Bandwidth selections 1 Bayesian inference 1 Bispectral density 1 Center autocorrelation 1 Computer algebra systems 1 Discrete Fourier Transform 1 Extremes 1 Floquet multiplier 1 Fractional Brownian Fields 1 Generalised Pareto distribution 1 HAC estimates 1 Ill-posed problems 1 Induction motor 1 Intrinsically Stationary Random Fields 1 Kernel-based test 1 Load history 1 Load history reconstruction 1 Long-memory process 1 Long-range dependence 1 Long-run neutrality 1 Markov Chain 1 Memory parameters 1
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Online availability
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Undetermined 10 Free 7
Type of publication
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Article 10 Book / Working Paper 8
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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Undetermined 15 English 3
Author
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Chen, Wen-Den 2 Hidalgo, Javier 2 Nanamiya, Kei 2 Yajima, Yoshihiro 2 BHATTACHARYYA, R. 1 Court, Richard S. 1 Donkers, A.C.D. 1 Faghih, Ali 1 Faghih, Nezameddin 1 Fan, Y. 1 Hassani, Hossein 1 Hu, Minghui 1 Lee, J. 1 Lee, Jin 1 Leemis, Lawrence 1 Leonenko, Nikolai 1 Leung, Pak Sing 1 Li, Y. 1 MUKHOPADHYAY, B. 1 Matsuda, Yassumasa 1 Melenberg, Bertrand 1 Patterson, Kerry 1 Perron, Pierre 1 Pratumnopharat, Panu 1 Psaradakis, Zacharias 1 Ren, Linxia 1 Shao, Huihe 1 Sisson, S.A. 1 Webb, Keith 1 Yajima, Y. 1
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Institution
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Department of Economics, Boston University 1 Institute of Economic Research, Hitotsubashi University 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Computational Economics 2 Journal of Applied Statistics 2 Physica A: Statistical Mechanics and its Applications 2 Advances in Complex Systems (ACS) 1 Boston University - Department of Economics - Working Papers Series 1 Computational Statistics & Data Analysis 1 Data science and service research discussion paper 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Econometric Reviews 1 Global COE Hi-Stat Discussion Paper Series 1 Global COE Hi-Stat discussion paper series 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 Renewable Energy 1 STICERD - Econometrics Paper Series 1
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Source
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RePEc 16 ECONIS (ZBW) 2
Showing 1 - 10 of 18
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Gaussian semiparametric estimation of two-dimensional intrinsically stationary
Yajima, Yoshihiro; Matsuda, Yassumasa - 2023
Persistent link: https://www.econbiz.de/10014390443
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Modelling for the Wavelet Coefficients of ARFIMA Processes
Nanamiya, Kei - Institute of Economic Research, Hitotsubashi University - 2013
(general) spectral density function of these coefficients clear. …
Persistent link: https://www.econbiz.de/10010633048
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Modelling for the wavelet coefficients of ARFIMA processes
Nanamiya, Kei - 2013
Persistent link: https://www.econbiz.de/10009714370
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Bayesian threshold selection for extremal models using measures of surprise
Lee, J.; Fan, Y.; Sisson, S.A. - In: Computational Statistics & Data Analysis 85 (2015) C, pp. 84-99
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold. However, in practice a suitable threshold is unknown and must...
Persistent link: https://www.econbiz.de/10011191033
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Nyquist Frequency in Sequentially Sampled Data
Faghih, Nezameddin; Faghih, Ali - Volkswirtschaftliche Fakultät, … - 2008
This paper studies the sequential sampling scheme as a solution to the problem of aliasing, where the sampling interval is restricted to a minimum allowable value. Sequential sampling is analyzed and it is proved that when the sampling ratio is an integral number, the associated spectral...
Persistent link: https://www.econbiz.de/10005619887
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Symbolic ARMA Model Analysis
Webb, Keith; Leemis, Lawrence - In: Computational Economics 43 (2014) 3, pp. 313-330
measures of these models (e.g., the autocorrelation function or the spectral density function) are tedious to compute by hand …
Persistent link: https://www.econbiz.de/10010866882
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The Non- and Semiparametric Analysis of MS Models : Some Applications
Melenberg, Bertrand; Li, Y.; Donkers, A.C.D. - Tilburg University, Center for Economic Research - 2006
marginal single-period probability density function of stock returns, and the corresponding spectral density function and …
Persistent link: https://www.econbiz.de/10011091406
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Extracting fatigue damage parts from the stress–time history of horizontal axis wind turbine blades
Pratumnopharat, Panu; Leung, Pak Sing; Court, Richard S. - In: Renewable Energy 58 (2013) C, pp. 115-126
Horizontal axis wind turbine (HAWT) blades are a critical component of wind turbines. Full-scale blade fatigue testing is required to verify that the blades possess the strength and service life specified in the design. Unfortunately, fatigue tests must be run for a long time period, which has...
Persistent link: https://www.econbiz.de/10011044429
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Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data
Lee, Jin - In: Computational Economics 40 (2012) 2, pp. 183-202
spectral density function near the origin. We propose a statistic based on a kernel-based cross spectral density estimator. As …
Persistent link: https://www.econbiz.de/10010866865
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The sample autocorrelation function and the detection of long-memory processes
Hassani, Hossein; Leonenko, Nikolai; Patterson, Kerry - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 24, pp. 6367-6379
implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are …
Persistent link: https://www.econbiz.de/10011059967
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