scholarly journals Non-Parametric Spectral Density Estimation Under Long-Range Dependence

2018 ◽  
Vol 39 (3) ◽  
pp. 380-401 ◽  
Author(s):  
Young Min Kim ◽  
Soumendra N. Lahiri ◽  
Daniel J. Nordman
Keyword(s):  
Spectral Density ◽  
Density Estimation ◽  
Long Range ◽  
Long Range Dependence ◽  
Spectral Density Estimation ◽  
Non Parametric

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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