Author of the publication

Empirical spectral processes and their applications to time series analysis

. Stochastic Processes and their Applications, 30 (1): 69--83 (November 1988)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

A functional limit theorem for tapered empirical spectral functions. Stochastic Processes and their Applications, 19 (1): 135--149 (February 1985)Empirical spectral processes and their applications to time series analysis. Stochastic Processes and their Applications, 30 (1): 69--83 (November 1988)Hidden Frequency Estimation with Data Tapers, , and . Journal of Time Series Analysis, 21 (2): 113--142 (61 03 2000)doi: 10.1111/1467-9892.00177.On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series, and . Journal of Time Series Analysis, 19 (6): 629--655 (305 11 1998)doi: 10.1111/1467-9892.00114.Nonlinear wavelet estimation of time-varying autoregressive processes, , and . Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Weierstraß-Inst. f. Angewandte Analysis u. Stochastik, Berlin, (1995)Locally adaptive fitting of semiparametric models to nonstationary time series, and . Stochastic Processes and their Applications, 91 (2): 277--308 (February 2001)