Spectral Estimation of Non-Gaussian Time Series

0346925 - ÚI 2011 RIV CZ eng J - Článek v odborném periodiku
Fabián, Zdeněk
Spectral Estimation of Non-Gaussian Time Series.
Neural Network World. Roč. 20, č. 4 (2010), s. 491-499. ISSN 1210-0552
Grant CEP: GA MŠMT ME 949
Výzkumný záměr: CEZ:AV0Z10300504
Klíčová slova: scalar score * power spectra * processes with infinite variance * processes with skewed distributions
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
Impakt faktor: 0.511, rok: 2010

Based on the concept of the scalar score of a probability distribution, we introduce a concept of a scalar score of time series and propose to characterize a non-Gaussian time series by spectral density of its scalar score.
Trvalý link: http://hdl.handle.net/11104/0006000