Asymptotic statistical inference for nonstationary processes with evolutionary spectra
- 1 January 1996
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATIONAustralian Journal of Statistics, 1997
- Fitting time series models to nonstationary processesThe Annals of Statistics, 1997
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectraThe Annals of Statistics, 1997
- Wavelet Smoothing of Evolutionary Spectra by Nonlinear ThresholdingApplied and Computational Harmonic Analysis, 1996
- On the Kullback-Leibler information divergence of locally stationary processesStochastic Processes and their Applications, 1996
- Maximum likelihood estimation and model selection for locally stationary processes∗Journal of Nonparametric Statistics, 1996
- WAVELETS AND TIME‐DEPENDENT SPECTRAL ANALYSISJournal of Time Series Analysis, 1996
- Optimal data-based kernel estimation of evolutionary spectraIEEE Transactions on Signal Processing, 1993
- CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORYJournal of Time Series Analysis, 1989
- 15 Speech recognition using LPC distance measuresPublished by Elsevier ,1985