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  • Search: subject:"Spectral density function"
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Year of publication
Subject
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spectral density function 4 Prediction 2 Spectral Density Function 2 Time series analysis 2 Zeitreihenanalyse 2 canonical factorization 2 discrete wavelet transform 2 signal extraction 2 strong dependence 2 ARMA model 1 ARMA-Modell 1 Anisotropic Random Fields 1 Discrete Fourier Transform 1 Fractional Brownian Fields 1 Intrinsically Stationary Random Fields 1 Memory parameters 1 Microscopic simulation models 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Nyquist Freqency 1 Option pricing theory 1 Optionspreistheorie 1 Probability density function 1 Sequential Sampling 1 Spectral density function 1 Stochastic process 1 Stochastischer Prozess 1 cut-off frequency 1 long memory process 1
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Online availability
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Free 7
Type of publication
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Book / Working Paper 7
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 4 English 3
Author
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Hidalgo, Javier 2 Nanamiya, Kei 2 Yajima, Yoshihiro 2 Donkers, A.C.D. 1 Faghih, Ali 1 Faghih, Nezameddin 1 Li, Y. 1 Matsuda, Yassumasa 1 Melenberg, Bertrand 1 Yajima, Y. 1
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Institution
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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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Data science and service research discussion paper 1 Discussion Paper / Tilburg University, Center for Economic Research 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 STICERD - Econometrics Paper Series 1
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Source
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RePEc 5 ECONIS (ZBW) 2
Showing 1 - 7 of 7
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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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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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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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Prediction and signal extraction of strong dependent processess in the frequency domain
Hidalgo, Javier; Yajima, Y. - London School of Economics (LSE) - 2001
nonparametric predictor based on the canonical factorization of the spectral density function given in Whittle (1963) and known as …
Persistent link: https://www.econbiz.de/10010745059
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Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain
Hidalgo, Javier; Yajima, Yoshihiro - Suntory and Toyota International Centres for Economics … - 2001
nonparametric predictor based on the canonical factorization of the spectral density function given in Whittle (1963) and known as …
Persistent link: https://www.econbiz.de/10005797491
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