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Estimation of spectral density of stochastic processes in identification, filtering, and prediction

✍ Scribed by M. P. Semesenko

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximation of spectral density estima

✍ R. Rudzkis 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 192 KB

Monte Carlo techniques for prediction an

✍ J.E. Handschin 📂 Article 📅 1970 🏛 Elsevier Science 🌐 English ⚖ 753 KB

Asymptotic normality of the spectral den

✍ Jacek Léskow 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 560 KB

Stochastic-approximation method for the

✍ G. I. Salov 📂 Article 📅 1975 🏛 Springer US 🌐 English ⚖ 409 KB

Bootstrap maximum likelihood estimation

✍ Dan Yu 📂 Article 📅 1996 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 346 KB

Bandwidth selection in nonparametric spe

✍ Dan Yu 📂 Article 📅 1996 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 414 KB