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Inference for Time Series with Mixed Spectrum
The old and important problem of estimating the discontinuous (mixed) spectrum of a series containing periodic components was considered in this paper. Most nonparametric spectral estimation procedures were developed for ...
A Feature Preserving Smoother with Application to the Coal-Mining Disaster Data of Britain
The problem of estimating a discontinuous mean function was studied. A feature preserving smoothing procedure was proposed. The procedure can preserve the discontinuities of the function and detect outliers in the observations. ...