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  • Search: subject:"discrete fourier transform"
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Year of publication
Subject
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Discrete Fourier transform 21 Whittle likelihood 8 discrete Fourier transform 7 Time series analysis 6 Zeitreihenanalyse 6 nonstationarity 6 semiparametric estimation 6 fractional Brownian motion 5 Stochastic process 4 Stochastischer Prozess 4 Theorie 4 Theory 4 fractional integration 4 Discrete Fourier Transform 3 Estimation theory 3 Long memory 3 Nonstationarity 3 Schätztheorie 3 Semiparametric estimation 3 log periodogram regression 3 long memory 3 Credit risk 2 Fractional integration 2 Google trends 2 Hotel online search 2 Kreditrisiko 2 Local stationarity 2 Model structure 2 Multivariate Verteilung 2 Multivariate distribution 2 Nichtparametrisches Verfahren 2 Nonlinear time series 2 Nonparametric statistics 2 Option pricing theory 2 Optionspreistheorie 2 Periodicity 2 Periodogram 2 Regression analysis 2 Regressionsanalyse 2 Stationary bootstrap 2
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Online availability
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Undetermined 19 Free 14 CC license 1
Type of publication
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Article 23 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 research-article 1
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Language
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English 25 Undetermined 10
Author
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Phillips, Peter C.B. 7 Shimotsu, Katsumi 6 Guo, Ya 2 Hinich, Melvin 2 Jentsch, Carsten 2 Kim, Wonse 2 Li, Xue 2 Liu, Juan 2 Serletis, Apostolos 2 Subba Rao, Suhasini 2 Abdel Aziz, Mohamed Salah El-Din Ahmed 1 Ackerer, Damien 1 Atkin, Guillermo E 1 Attang, Edidiong Anselm 1 Barigye, Stephen Jones 1 Chen, Ray-Ming 1 Chiu, Yu-Jen 1 Cîrnu, Mircea Ion 1 Ehrhardt, Matthias 1 El Bendary, Fahmy 1 El Samahy, Mohamed 1 Fu, Zhonghao 1 Hassan, Mohamed A. Moustafa 1 Hong, Yongmiao 1 JUn, Sungjae 1 Jung, Jaesung 1 Kang, Kyungwon 1 Kang, Sang-Hee 1 Kang, Seung-Hwa 1 Kedong, Yin 1 Kim, Chang Sik 1 Lee, Junseok 1 Leon Yu, T. 1 Martin, Gael M. 1 Mashele, Phillip 1 Matsuda, Yassumasa 1 Nadarajah, K. 1 Nam, Soon-Ryul 1 Norouzi, Mandana 1 Panaretos, Victor M. 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 7 Graduate School of Economics, Hitotsubashi University 1
Published in...
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Cowles Foundation Discussion Papers 7 Applied Energy 2 Journal of Econometrics 2 Journal of econometrics 2 Studies in Nonlinear Dynamics & Econometrics 2 Applied economics letters 1 Computational Statistics & Data Analysis 1 Computational economics 1 Cowles Foundation discussion paper 1 Data science and service research discussion paper 1 Decisions in economics and finance : a journal of applied mathematics 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Economic modelling 1 Energies 1 Finance research letters 1 International Journal of Contemporary Hospitality Management 1 International Journal of Handheld Computing Research (IJHCR) 1 International Journal of Quantitative Structure-Property Relationships (IJQSPR) 1 International Journal of System Dynamics Applications (IJSDA) 1 International journal of contemporary hospitality management 1 Marine economics and management : MAEM 1 Research paper series / Swiss Finance Institute 1 Romanian Economic Business Review 1 Stochastic Processes and their Applications 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
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Source
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RePEc 18 ECONIS (ZBW) 13 Other ZBW resources 4
Showing 11 - 20 of 35
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Real-Time Estimation of Power System Frequency Using a Three-Level Discrete Fourier Transform Method
Nam, Soon-Ryul; Kang, Seung-Hwa; Kang, Sang-Hee - In: Energies 8 (2014) 1, pp. 79-93
This paper proposes a three-level discrete Fourier transform (DFT) method to provide an accurate estimate of power …
Persistent link: https://www.econbiz.de/10011105441
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Periodicity analysis and a model structure for consumer behavior on hotel online search interest in the US
Liu, Juan; Li, Xue; Guo, Ya - In: International Journal of Contemporary Hospitality Management 29 (2017) 5, pp. 1486-1500
/methodology/approach Discrete Fourier transform was used to analyze the periodicity of hotel search behavior in the USA by using Google Trends data …
Persistent link: https://www.econbiz.de/10014764409
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Periodicity analysis and a model structure for consumer behavior on hotel online search interest in the US
Liu, Juan; Li, Xue; Guo, Ya - In: International journal of contemporary hospitality management 29 (2017) 5, pp. 1486-1500
Persistent link: https://www.econbiz.de/10011732161
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Network Codes Based on Symmetric Matrices
Attang, Edidiong Anselm; Wu, Yuteng; Norouzi, Mandana; … - In: International Journal of Handheld Computing Research (IJHCR) 7 (2016) 4, pp. 1-14
The key challenges of future wireless communication are improving data rate and quality of service. However, the challenges posed by having a large number of users such as power control, frequency synchronization and independently faded channels scales with the number of users. Cooperative...
Persistent link: https://www.econbiz.de/10012045162
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Ten Years of the MIA-QSAR Strategy: Historical Development and Applications
Barigye, Stephen Jones; Puggina de Freitas, Matheus - In: International Journal of Quantitative … 1 (2016) 1, pp. 64-77
It has been a decade since the introduction of the MIA-QSAR (acronym of Multivariate Image Analysis applied to Quantitative Structure Activity Relationship) method. While many successes have been achieved over the years, the path for the progressive development of this method has been far from...
Persistent link: https://www.econbiz.de/10012047189
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Applications of ANFIS in Loss of Excitation Faults Detection in Hydro-Generators
Abdel Aziz, Mohamed Salah El-Din Ahmed; El Samahy, Mohamed - In: International Journal of System Dynamics Applications … 5 (2016) 2, pp. 63-79
This article presents a new methodology for Loss of Excitation (LOE) faults detection in Hydro-generators using Adaptive Neuro Fuzzy Inference System. The proposed structure was trained by data from simulation of a 345kV system under different faults conditions and tested for various loading...
Persistent link: https://www.econbiz.de/10012047430
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Aggregation and long-memory : an analysis based on the discrete Fourier transform
Shi, Wendong; Sun, Jingwei - In: Economic modelling 53 (2016), pp. 470-476
Persistent link: https://www.econbiz.de/10011641086
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Exact Local Whittle Estimation of Fractionally Cointegrated Systems
Shimotsu, Katsumi - Graduate School of Economics, Hitotsubashi University - 2010
Semiparametric estimation of a bivariate fractionally cointegrated system is considered. We propose a two-step procedure that accommodates both (asymptotically) stationary (d<1/2) and nonstationary (d>=1/2) stochastic trend and/or equilibrium error. A tapered version of the local Whittle estimator of Robinson (2008) is...</1/2)>
Persistent link: https://www.econbiz.de/10008679192
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A test for second order stationarity of a multivariate time series
Jentsch, Carsten; Subba Rao, Suhasini - In: Journal of Econometrics 185 (2015) 1, pp. 124-161
It is well known that the discrete Fourier transforms (DFTs) of a second order stationary time series between two distinct Fourier frequencies are asymptotically uncorrelated. In contrast for a large class of second order nonstationary time series, including locally stationary time series, this...
Persistent link: https://www.econbiz.de/10011190732
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A test for second order stationarity of a multivariate time series
Jentsch, Carsten; Subba Rao, Suhasini - In: Journal of econometrics 185 (2015) 1, pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
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