Adam Lasota - Publications - Bridge of Knowledge

Search

Filters

total: 7

  • Category
  • Year
  • Options

clear Chosen catalog filters disabled

Catalog Publications

Year 2023
Year 2022
Year 2020
Year 2017
  • On autoregressive spectrum estimation using the model averaging technique

    The problem of estimating spectral density of a nonstationary process satisfying local stationarity conditions is considered. The proposed solution is a two step procedure based on local autoregressive (AR) modeling. In the first step Bayesian-like averaging of AR models, differing in order, is performed. The main contribution of the paper is development of a new final-prediction-error-like statistic, which can be used to select...

    Full text available to download

Year 2014

seen 534 times