IDEAS home Printed from https://ideas.repec.org/a/spr/stmapp/v21y2012i1p23-47.html
   My bibliography  Save this article

Measuring the association of stationary point processes using spectral analysis techniques

Author

Listed:
  • Dimitrios Tsitsis
  • George Karavasilis
  • Alexandros Rigas

Abstract

No abstract is available for this item.

Suggested Citation

  • Dimitrios Tsitsis & George Karavasilis & Alexandros Rigas, 2012. "Measuring the association of stationary point processes using spectral analysis techniques," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(1), pages 23-47, March.
    • Handle: RePEc:spr:stmapp:v:21:y:2012:i:1:p:23-47
    DOI: 10.1007/s10260-011-0180-1
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10260-011-0180-1
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10260-011-0180-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Eichler, Michael, 2008. "Testing nonparametric and semiparametric hypotheses in vector stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 968-1009, May.
    2. Ellis, Steven P., 1991. "Density estimation for point processes," Stochastic Processes and their Applications, Elsevier, vol. 39(2), pages 345-358, December.
    3. Karavasilis, G.J. & Kotti, V.K. & Tsitsis, D.S. & Vassiliadis, V.G. & Rigas, A.G., 2005. "Statistical methods and software for risk assessment: applications to a neurophysiological data set," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 243-263, April.
    4. M. B. Priestley, 1965. "The Role of Bandwidth in Spectral Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 14(1), pages 33-47, March.
    5. A. G. Rigas, 1996. "Spectral Analysis Of A Stationary Bivariate Point Process With Applications To Neurophysiological Problems," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(2), pages 171-187, March.
    6. A. G. Rigas, 1992. "Spectral Analysis Of Stationary Point Processes Using The Fast Fourier Transform Algorithm," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(5), pages 441-450, September.
    7. Taniguchi, Masanobu & Puri, Madan L. & Kondo, Masao, 1996. "Nonparametric Approach for Non-Gaussian Vector Stationary Processes," Journal of Multivariate Analysis, Elsevier, vol. 56(2), pages 259-283, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. V. G. Vassiliadis & I. I. Spyroglou & A. G. Rigas & J. R. Rosenberg & K. A. Lindsay, 2019. "Dealing with the Phenomenon of Quasi-complete Separation and a Goodness of Fit Test in Logistic Regression Models in the Case of Long Data Sets," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 11(3), pages 567-596, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dette, Holger & Hildebrandt, Thimo, 2012. "A note on testing hypotheses for stationary processes in the frequency domain," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 101-114, February.
    2. McElroy, Tucker & Holan, Scott, 2009. "A local spectral approach for assessing time series model misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 604-621, April.
    3. Holger Dette & Efstathios Paparoditis, 2009. "Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 831-857, September.
    4. Michael Eichler, 2007. "A Frequency-domain Based Test for Non-correlation between Stationary Time Series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(2), pages 133-157, February.
    5. Shibin Zhang & Xin M. Tu, 2022. "Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(3), pages 254-282, August.
    6. Mahmoudi, Mohammad Reza, 2021. "A computational technique to classify several fractional Brownian motion processes," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
    7. Eichler, Michael, 2008. "Testing nonparametric and semiparametric hypotheses in vector stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 968-1009, May.
    8. Jentsch, Carsten & Pauly, Markus, 2012. "A note on using periodogram-based distances for comparing spectral densities," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 158-164.
    9. Colubi, Ana & González-Rodri­guez, Gil & Domi­nguez-Cuesta, Mari­a José & Jiménez-Sánchez, Montserrat, 2008. "Favorability functions based on kernel density estimation for logistic models: A case study," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4533-4543, May.
    10. Philip Preuss & Mathias Vetter & Holger Dette, 2013. "Testing Semiparametric Hypotheses in Locally Stationary Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 417-437, September.
    11. Zhang, Xinyu & Tong, Howell, 2022. "Asymptotic theory of principal component analysis for time series data with cautionary comments," LSE Research Online Documents on Economics 113566, London School of Economics and Political Science, LSE Library.
    12. Essahbi Essaadi & Mohamed Boutahar, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Economics Bulletin, AccessEcon, vol. 30(2), pages 1054-1070.
    13. Shibin Zhang, 2023. "A copula spectral test for pairwise time reversibility," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(5), pages 705-729, October.
    14. repec:hal:journl:halshs-00333582 is not listed on IDEAS
    15. Hiroshi Shiraishi & Masanobu Taniguchi, 2008. "Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 193-215.
    16. Akashi, Fumiya & Taniguchi, Masanobu & Monti, Anna Clara, 2020. "Robust causality test of infinite variance processes," Journal of Econometrics, Elsevier, vol. 216(1), pages 235-245.
    17. Sundararajan, Raanju R., 2021. "Principal component analysis using frequency components of multivariate time series," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
    18. Li, Ming, 2017. "Record length requirement of long-range dependent teletraffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 164-187.
    19. Ruprecht Puchstein & Philip Preuß, 2016. "Testing for Stationarity in Multivariate Locally Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 3-29, January.
    20. Preuß, Philip & Hildebrandt, Thimo, 2013. "Comparing spectral densities of stationary time series with unequal sample sizes," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1174-1183.
    21. Sourav Das & Suhasini Subba Rao & Junho Yang, 2021. "Spectral methods for small sample time series: A complete periodogram approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 597-621, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stmapp:v:21:y:2012:i:1:p:23-47. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.