Probabilistic models and investigation of hidden periodicities

On periodic autoregression with unknown mean

Anděl, Jiří
Rubio, Asunción
Insua, Antonio

January 1985

summary:If the parameters of an autoregressive model are periodic functions we get a periodic autore...

Gaussian process models for periodicity detection

Durrande, Nicolas
Hensman, James
Rattray, Magnus
Lawrence, Neil D.

April 2016

International audienceWe consider the problem of detecting and quantifying the periodic component of...

Gaussian process models for periodicity detection

Durrande, Nicolas
Hensman, James
Rattray, Magnus
Lawrence, Neil D.

April 2016

International audienceWe consider the problem of detecting and quantifying the periodic component of...

Probabilistic models and investigation of hidden periodicities

Iavors'kyj, I.
Mykhajlyshyn, V.

March 1996

AbstractDiscovering and analysis of hidden periodicities are formulated as a problem of period and p...

Component statistical analysis of second order hidden periodicities

Javorskyj, I.
Dehay, Dominique
Kravets, I.

January 2014

International audienceThe component method is applied to define estimators of the periods for Gaussi...

Properties of characteristics estimators of periodically correlated random processes in preliminary determination of the period of correlation

Yavorskyj, Ihor N.
Yuzefovych, Roman
Kravets, I. B.
Matsko, Ivan Y.

August 2012

The coherent estimators of probabilistic characteristics of periodically correlated random processes...

Parametric modeling of periodically correlated random processes by their representation through stationary random processes

Yavorskyj, Ihor N.
Kravets, I. B.
Isayev, I. Yu.

November 2006

Theoretical and experimental modeling results of periodically correlated random processes (PCRP) are...

ARMA model for random periodic processes

Yujia Liu (1250571)

January 2018

In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...

Statistical analysis of periodic autoregression

Anděl, Jiří

January 1983

summary:Methods for estimating parameters and testing hypotheses in a periodic autoregression are in...

Statistical analysis of periodic autoregression

Anděl, Jiří

January 1983

summary:Methods for estimating parameters and testing hypotheses in a periodic autoregression are in...

ARMA model for random periodic processes

Yujia Liu (1250571)

January 2018

In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...

ARMA model for random periodic processes

Yujia Liu (1250571)

January 2018

In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...

Detecting periodicities with Gaussian processes

Durrande, N.
Hensman, J.
Rattray, M.
Lawrence, N.D.

April 2016

We consider the problem of detecting and quantifying the periodic component of a function given noi...

Peak-insensitive parametric spectrum estimation

Chiu, Shean-Tsong

June 1990

AbstractThe problem of estimating the parameters of the continuous spectrum of a time series which m...

On periodic autoregression with unknown mean

Anděl, Jiří
Rubio, Asunción
Insua, Antonio

January 1985

summary:If the parameters of an autoregressive model are periodic functions we get a periodic autore...

On periodic autoregression with unknown mean

Anděl, Jiří
Rubio, Asunción
Insua, Antonio

January 1985

summary:If the parameters of an autoregressive model are periodic functions we get a periodic autore...

Gaussian process models for periodicity detection

Durrande, Nicolas
Hensman, James
Rattray, Magnus
Lawrence, Neil D.

April 2016

International audienceWe consider the problem of detecting and quantifying the periodic component of...

Gaussian process models for periodicity detection

Durrande, Nicolas
Hensman, James
Rattray, Magnus
Lawrence, Neil D.

April 2016

International audienceWe consider the problem of detecting and quantifying the periodic component of...

Probabilistic models and investigation of hidden periodicities

Iavors'kyj, I.
Mykhajlyshyn, V.

March 1996

AbstractDiscovering and analysis of hidden periodicities are formulated as a problem of period and p...

Component statistical analysis of second order hidden periodicities

Javorskyj, I.
Dehay, Dominique
Kravets, I.

January 2014

International audienceThe component method is applied to define estimators of the periods for Gaussi...

Properties of characteristics estimators of periodically correlated random processes in preliminary determination of the period of correlation

Yavorskyj, Ihor N.
Yuzefovych, Roman
Kravets, I. B.
Matsko, Ivan Y.

August 2012

The coherent estimators of probabilistic characteristics of periodically correlated random processes...

Parametric modeling of periodically correlated random processes by their representation through stationary random processes

Yavorskyj, Ihor N.
Kravets, I. B.
Isayev, I. Yu.

November 2006

Theoretical and experimental modeling results of periodically correlated random processes (PCRP) are...

ARMA model for random periodic processes

Yujia Liu (1250571)

January 2018

In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...

Statistical analysis of periodic autoregression

Anděl, Jiří

January 1983

summary:Methods for estimating parameters and testing hypotheses in a periodic autoregression are in...

Statistical analysis of periodic autoregression

Anděl, Jiří

January 1983

summary:Methods for estimating parameters and testing hypotheses in a periodic autoregression are in...

ARMA model for random periodic processes

Yujia Liu (1250571)

January 2018

In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...

ARMA model for random periodic processes

Yujia Liu (1250571)

January 2018

In this thesis, we construct ARMA model for random periodic processes. We stress on the mixed period...

Detecting periodicities with Gaussian processes

Durrande, N.
Hensman, J.
Rattray, M.
Lawrence, N.D.

April 2016

We consider the problem of detecting and quantifying the periodic component of a function given noi...

Peak-insensitive parametric spectrum estimation

Chiu, Shean-Tsong

June 1990

AbstractThe problem of estimating the parameters of the continuous spectrum of a time series which m...

On periodic autoregression with unknown mean

Anděl, Jiří
Rubio, Asunción
Insua, Antonio

January 1985

summary:If the parameters of an autoregressive model are periodic functions we get a periodic autore...

On periodic autoregression with unknown mean

Anděl, Jiří
Rubio, Asunción
Insua, Antonio

January 1985

summary:If the parameters of an autoregressive model are periodic functions we get a periodic autore...

Gaussian process models for periodicity detection

Durrande, Nicolas
Hensman, James
Rattray, Magnus
Lawrence, Neil D.

April 2016

International audienceWe consider the problem of detecting and quantifying the periodic component of...

Gaussian process models for periodicity detection

Durrande, Nicolas
Hensman, James
Rattray, Magnus
Lawrence, Neil D.

April 2016

International audienceWe consider the problem of detecting and quantifying the periodic component of...

Probabilistic models and investigation of hidden periodicities

Abstract

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Probabilistic models and investigation of hidden periodicities

Abstract

Extracted data

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