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  • Search: subject:"spectral density functions"
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Year of publication
Subject
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Cyclical data 2 Whittle estimator 2 bootstrap algorithms 2 spectral density functions 2 strong and weak dependence 2 Load histories 1 Load history reconstruction 1 Spectral density functions 1 Variable amplitude fatigue 1 Wavelet transform 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Language
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Undetermined 2 English 1
Author
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Dalla, Violetta 2 Hidalgo, Javier 2 Court, Richard S. 1 Leung, Pak Sing 1 Pratumnopharat, Panu 1
Institution
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London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
Published in...
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LSE Research Online Documents on Economics 1 Renewable Energy 1 STICERD - Econometrics Paper Series 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Wavelet transform-based stress-time history editing of horizontal axis wind turbine blades
Pratumnopharat, Panu; Leung, Pak Sing; Court, Richard S. - In: Renewable Energy 63 (2014) C, pp. 558-575
Full scale blade fatigue testing is required to verify that the horizontal axis wind turbine (HAWT) blades posses the strength and service life specified in the design. Unfortunately, fatigue tests must be run for a long time period, which has led blade testing laboratories to seek ways of...
Persistent link: https://www.econbiz.de/10011043811
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A parametric bootstrap test for cycles
Dalla, Violetta; Hidalgo, Javier - London School of Economics (LSE) - 2005
The paper proposes a simple test for the hypothesis of strong cycles and as a by-product a test for weak dependence for linear processes. We show that the limit distribution of the test is the maximum of a (semi)Gaussian process G(τ), τ ∈ [0; 1]. Because the covariance structure of G(τ) is a...
Persistent link: https://www.econbiz.de/10011071202
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A Parametric Bootstrap Test for Cycles
Dalla, Violetta; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2005
example. Keywords: Cyclical data; strong and weak dependence; spectral density functions; Whittle estimator; bootstrap … their correspond- ing spectral density functions captured well both the peak and the behaviour at the high frequencies of …
Persistent link: https://www.econbiz.de/10005151154
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