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1دورية أكاديمية
المؤلفون: Ginovyan, Mamikon S.Aff1
المصدر: Acta Applicandae Mathematicae. 169(1):79-97
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2دورية أكاديمية
لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل. -
3دورية أكاديمية
المؤلفون: Caiado, Jorge, Crato, NunoAff1, Aff2, Poncela, PilarAff2, Aff3
المصدر: Advances in Data Analysis and Classification: Theory, Methods, and Applications in Data Science. 14(1):117-146
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4دورية أكاديمية
المؤلفون: DiRienzo, A. Gregory, Zurbenko, Igor G.
المصدر: Journal of Computational and Graphical Statistics, 1999 Mar 01. 8(1), 41-59.
URL الوصول: https://www.jstor.org/stable/1390919
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5دورية أكاديمية
المؤلفون: Erhard Reschenhofer, Manveer K. Mangat
المصدر: Econometrics, Vol 8, Iss 4, p 40 (2020)
مصطلحات موضوعية: long-range dependence, log periodogram regression, smoothed periodogram, subsampling, intraday returns, Economics as a science, HB71-74
وصف الملف: electronic resource
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6
المؤلفون: Nuno Crato, Pilar Poncela, Jorge Caiado
المساهمون: UAM. Departamento de Análisis Económico: Economía Cuantitativa
المصدر: Biblos-e Archivo. Repositorio Institucional de la UAM
instnameمصطلحات موضوعية: Statistics and Probability, Big Data, Computer science, Big data, Time series clustering, computer.software_genre, 01 natural sciences, Regularization (mathematics), Economía, Time Series Clustering, 010104 statistics & probability, Spectral clustering, 0502 economics and business, 0101 mathematics, Cluster analysis, 050208 finance, business.industry, Spectral Clustering, Applied Mathematics, 05 social sciences, Smoothed Periodogram, Computer Science Applications, Large sample, Smoothed periodogram, Fragmented Periodogram, Periodogram, Fragmented periodogram, Data mining, business, Relevant information, computer
وصف الملف: application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63569533ad9cef6ae31b51f6b38e9196
https://hdl.handle.net/10400.5/27635 -
7دورية أكاديمية
المؤلفون: Rosenblatt, M.
المصدر: Journal of Applied Probability, 1986 Jan 01. 23, 311-318.
URL الوصول: https://www.jstor.org/stable/3214360
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8
المؤلفون: Mark Fiecas, Chenlei Leng, Weidong Liu, Yi Yu
المصدر: Electron. J. Statist. 13, no. 2 (2019), 4079-4101
مصطلحات موضوعية: Statistics and Probability, FOS: Computer and information sciences, high dimension, Population, Mathematics - Statistics Theory, Statistics Theory (math.ST), Methodology (stat.ME), FOS: Mathematics, functional dependency, Time series, QA, education, QC, Statistics - Methodology, Mathematics, smoothed periodogram, sparse precision matrix estimation, education.field_of_study, Series (mathematics), Covariance matrix, Estimator, Spectral density, frequency domain time series, Frequency domain, Statistics, Probability and Uncertainty, Algorithm, Curse of dimensionality
وصف الملف: application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41d2d36bc683852e45ea943074627c5c
https://projecteuclid.org/euclid.ejs/1570586483 -
9
المؤلفون: A. A. Sahakyan, Mamikon S. Ginovyan
المصدر: Electron. J. Statist. 13, no. 1 (2019), 255-283
مصطلحات موضوعية: Statistics and Probability, asymptotic normality, central limit theorem, tapered data, Asymptotic distribution, 01 natural sciences, 010104 statistics & probability, 60F05, 0502 economics and business, Applied mathematics, 0101 mathematics, 62G20, smoothed periodogram, 050205 econometrics, Central limit theorem, Mathematics, Stochastic process, 05 social sciences, Linear model, Nonparametric statistics, Estimator, nonparametric estimation, Lévy-driven continuous-time model, Toeplitz matrix, Toeplitz type quadratic functional, Rate of convergence, Statistics, Probability and Uncertainty, 62F12, 60G10
وصف الملف: application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a04e2c3133c99f142637ab2c9005727d
https://doi.org/10.1214/18-ejs1525 -
10
المؤلفون: Angela Montanari, Matteo Farne
المساهمون: Matteo Farné, Angela Montanari
المصدر: Communications in Statistics - Theory and Methods. 45:354-364
مصطلحات موضوعية: Statistics and Probability, Shrinkage estimator, Welch's method, Mean squared error, 05 social sciences, Estimator, 01 natural sciences, Multivariate spectrum, Smoothed periodogram, Shrinkage estimator, Multivariate time series, 010104 statistics & probability, Efficient estimator, Minimum-variance unbiased estimator, 0502 economics and business, Stein's unbiased risk estimate, Statistics, Applied mathematics, 0101 mathematics, Minimax estimator, 050205 econometrics, Mathematics
وصف الملف: STAMPA