论文信息 - Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal - 字舞流文

Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal

Rainer von Sachs | R. Sachs

[1] Rainer Dahlhaus,et al. Small Sample Effects in Time Series Analysis: A New Asymptotic Theory and a New Estimate , 1988 .

[2] Masanobu Taniguchi. ON ESTIMATION OF THE INTEGRALS OF CERTAIN FUNCTIONS OF SPECTRAL DENSITY , 1980 .

[3] K. Vastola,et al. Robust Wiener-Kolmogorov theory , 1984, IEEE Trans. Inf. Theory.

[4] D. Brillinger. Time Series: Data Analysis and Theory. , 1981 .

[5] Shean-Tsong Chiu,et al. Peak-insensitive parametric spectrum estimation , 1990 .

[6] P. J. Huber. Robust Estimation of a Location Parameter , 1964 .

[7] Rainer Dahlhaus. SPECTRAL ANALYSIS WITH TAPERED DATA , 1983 .

[8] S. Kung,et al. Adaptive notch filtering for the retrieval of sinusoids in noise , 1984 .

[9] R. Fisher. Tests of significance in harmonic analysis , 1929 .

[10] E. Hannan. Testing for a Jump in the Spectral Function , 1961 .