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math.ST2006★ 1 cited
Higher-Order estimation of s-th order spectra with flat-top lag-windows
Arthur Berg, Dimitris Politis
Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but wit…
math.ST2006★ 1 cited
Multivariate Lag-Windows and Group Representations
Arthur Berg
Symmetries of the auto-cumulant function (the generalization of the auto-covariance function) of a kth-order stationary time series are derived through a connection with the symmet…