EstimatedWold Representation and Spectral Density-Driven Bootstrap for Time Series

20 December 2017

Papers citing "EstimatedWold Representation and Spectral Density-Driven Bootstrap for Time Series"

3 / 3 papers shown

Title
A prediction perspective on the Wiener-Hopf equations for time series S. Subba Rao Junho Yang 35 1 0 11 Jul 2021
Spectral methods for small sample time series: A complete periodogram approach Sourav Das S. Subba Rao Junho Yang AI4TS 41 11 0 01 Jul 2020
Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain S. Subba Rao Junho Yang 44 18 0 20 Jan 2020