المؤلفون: Ginovyan, Mamikon S.^Aff1

المصدر: Acta Applicandae Mathematicae. 169(1):79-97

لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل.

المؤلفون: Caiado, Jorge, Crato, Nuno^{Aff1, Aff2}, Poncela, Pilar^{Aff2, Aff3}

المصدر: Advances in Data Analysis and Classification: Theory, Methods, and Applications in Data Science. 14(1):117-146

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

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

Relation: https://www.mdpi.com/2225-1146/8/4/40; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/9a2f0b1270b24a5ebeaf40aa161e6dc6

المؤلفون: Nuno Crato, Pilar Poncela, Jorge Caiado

المساهمون: UAM. Departamento de Análisis Económico: Economía Cuantitativa

المصدر: Biblos-e Archivo. Repositorio Institucional de la UAM
instname

مصطلحات 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

المؤلفون: Rosenblatt, M.

المصدر: Journal of Applied Probability, 1986 Jan 01. 23, 311-318.

URL الوصول: https://www.jstor.org/stable/3214360

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

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

لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل.