Showing stat.MEShow all
3 papers · 1 filter
stat.ME2017
Harmonic analysis and distribution-free inference for spherical distributions
S. Rao Jammalamadaka, Gyorgy Terdik
Fourier analysis and representation of circular distributions in terms of their Fourier coefficients, is quite commonly discussed and used for model-free inference such as testing…
stat.ME2016
Change-point analysis in frequency domain for chronological data
Gyorgy H. Terdik, Stergios B. Fotopoulos, Venkata K. Jandhyala
The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested…
stat.ME2013
When the bispectrum is real-valued
E. Iglói, Gy. Terdik
Let {X(t)} be a stationary time series with a.e. positive spectrum. Two consequences of that the bispectrum of {X(t)} is real-valued but nonzero: 1) if {X(t)} is also linear, then…