Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process

1996 ◽  
Vol 12 (4) ◽  
pp. 363-370 ◽  
Author(s):  
Dan Yu
Keyword(s):  
Spectral Density ◽  
Gaussian Process ◽  
Density Estimation ◽  
Bandwidth Selection ◽  
Stationary Gaussian Process ◽  
Spectral Density Estimation

Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data

Technometrics ◽  
2021 ◽  
pp. 1-22
Author(s):  
Martin Lysy ◽  
Feiyu Zhu ◽  
Bryan Yates ◽  
Aleksander Labuda
Keyword(s):  
Spectral Density ◽  
Density Estimation ◽  
High Throughput ◽  
Spectral Density Estimation ◽  
High Throughput Data

Spectral density estimation for linear processes with dependent innovations

2008 ◽  
Vol 78 (12) ◽  
pp. 1601-1611 ◽  
Author(s):  
Nadia Bensaïd ◽  
Ouafae Yazourh-Benrabah
Keyword(s):  
Spectral Density ◽  
Density Estimation ◽  
Linear Processes ◽  
Spectral Density Estimation

scholarly journals APPLICATION OF WEIGHTING WINDOWS FOR SPECTRAL DENSITY ESTIMATION

2021 ◽  
Author(s):  
Vera Meerson ◽  
O. Khorolsky
Keyword(s):  
Fourier Transform ◽  
Correlation Function ◽  
Spectral Density ◽  
Density Estimation ◽  
Time Windows ◽  
Spectral Density Estimation ◽  
Important Time

The article discusses the application of some of the most important time windows for spectral density estimation determined by the correlogram method (from correlation function) and the periodogram method (from direct fourier transform).

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