Detecting Periodic Components in a White Gaussian Time Series

Journal of the Royal Statistical Society Series B (Methodological) ◽

10.1111/j.2517-6161.1989.tb01762.x ◽

1989 ◽

Vol 51 (2) ◽

pp. 249-259 ◽

Author(s):

Shean-Tsong Chiu

Keyword(s):

Time Series ◽

Periodic Components ◽

Gaussian Time ◽

Gaussian Time Series

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Simulation of Multivariate Gaussian Time Series

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918908812799 ◽

1989 ◽

Vol 18 (3) ◽

pp. 929-941 ◽

Author(s):

Harald E. Krogstad

Keyword(s):

Time Series ◽

Multivariate Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Nonlinear orthogonal parametrization and modeling of higher-order non-Gaussian time-series

2017 Signal Processing Symposium (SPSympo) ◽

10.1109/sps.2017.8053659 ◽

2017 ◽

Author(s):

Urszula Libal ◽

Agnieszka Wielgus ◽

Wladyslaw Magiera

Keyword(s):

Time Series ◽

Higher Order ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Estimating the memory parameter for possibly non-linear and non-Gaussian time series with wavelets

SSRN Electronic Journal ◽

10.2139/ssrn.3883314 ◽

2021 ◽

Author(s):

Chen Xu ◽

Ye Zhang

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series ◽

Memory Parameter

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Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t988964 ◽

2018 ◽

Vol 63 (1) ◽

pp. 151-154

Author(s):

A. E. Mazur

Keyword(s):

Time Series ◽

Time Dependence ◽

Gaussian Time ◽

Gaussian Time Series

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A distribution-free method for forecasting non-gaussian time series

Stochastic Environmental Research and Risk Assessment ◽

10.1007/s00477-002-0087-3 ◽

2002 ◽

Vol 16 (2) ◽

pp. 101-111 ◽

Author(s):

G.-H. Yu ◽

H.-L. Chen ◽

W.-C. Wen

Keyword(s):

Time Series ◽

Distribution Free ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Non-Gaussian Time Series Models

Time Series Analysis and Applications to Geophysical Systems - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-1-4684-9386-3_12 ◽

2004 ◽

pp. 227-237

Author(s):

Murray Rosenblatt

Keyword(s):

Time Series ◽

Time Series Models ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Detecting Conditional Independence for Modeling Non-Gaussian Time Series

Journal of the Korean Statistical Society ◽

10.1007/s42952-019-00030-y ◽

2020 ◽

Vol 49 (2) ◽

pp. 578-595

Author(s):

Sudheesh K. Kattumannil ◽

Deemat C. Mathew ◽

G. Hareesh

Keyword(s):

Time Series ◽

Conditional Independence ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Analysis of Non-Gaussian Time Series

Nonlinear Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119514312.ch5 ◽

2018 ◽

pp. 217-264

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Spectral and bispectral methods for the analysis of nonlinear (non Gaussian) time series signals

Nonlinear Time Series and Signal Processing - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0044273 ◽

2006 ◽

pp. 18-42 ◽

Author(s):

T. Subba Rao

Keyword(s):

Time Series ◽

Non Gaussian ◽

Gaussian Time ◽

Gaussian Time Series

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Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data

Econometric Reviews ◽

10.1080/07474938.2020.1721832 ◽

2020 ◽

Vol 39 (9) ◽

pp. 875-903

Author(s):

Mikkel Bennedsen

Keyword(s):

Time Series ◽

Time Series Data ◽

Semiparametric Estimation ◽

Series Data ◽

Fractal Index ◽

Gaussian Time ◽

Gaussian Time Series

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