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Huang, N.E., et al. (2016) On Holo-Hilbert Spectral Analysis: A Full Informational Spectral Representation for Nonlinear and Non-Stationary Data. Philosophical Transactions of the Royal Society A, 374, 20150206.
http://dx.doi.org/10.1098/rsta.2015.0206

has been cited by the following article:

• TITLE: Spectral Density Estimation of Continuous Time Series

  AUTHORS: Ahmed Elhassanein

  KEYWORDS: Joint Segments of Observations, Modified Periodograms, Spectral Density Matrix, Wishart Matrix

  JOURNAL NAME: Applied Mathematics, Vol.7 No.17, November 17, 2016

  ABSTRACT: This paper studies spectral density estimation of a strictly stationary r-vector valued continuous time series including missing observations. The finite Fourier transform is constructed in L-joint segments of observations. The modified periodogram is defined and smoothed to estimate the spectral density matrix. We explore the properties of the proposed estimator. Asymptotic distribution is discussed.