Gaussian estimation of parametric spectral density with unknown pole
By Liudas Giraitis, Javier Hidalgo, Peter M. Robinson. 2001
114 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Control and Systems Engineering, Finance
View Paper: https://www.semanticscholar.org/paper/587bb95214ac23c9b486f7cfeef83ddcdb9e2f67
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
In Control and Systems Engineering
In Finance
- Peter M. Robinson
- Morten Ørregaard Nielsen
- Katsumi Shimotsu
- Ngai Hang Chan
- Boris Buchmann
- Paolo Zaffaroni
- J. Hualde
- Liudas Giraitis
Citations in the corpus
- Long memory time series (2003, background): “45) on the other, was discussed by Marinucci and Robinson (1999); this entails, for example, convergence to different forms of fractional Brownian motion.”
- An Alternative Bootstrap to Moving Blocks for Time Series Regression Models (2003, unknown): “…of fuu (λ) fxx (λ) imply that f1/2uu (λ) f 1/2 xx (λ) ≤ Dλ−1/2 |log |λ||−(1+δ)/2 (5.9) for any arbitrarily small δ > 0, and by Robinson’s (1995a) Theorem 2 and its obvious extension to [0, π], see Lemma 4.4 of Giraitis et al. (2001), E ¯̄̄̄ ¯ wx,jf1/2xx,j − (2π)1/2 wξ,j σξ ¯̄̄̄ ¯ 2 ≤ D log j j .”