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Computing circadian rhythmic patterns and beyond: introduction to a new non-Fourier analysis

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  • Hsieh Fushing
  • Shu-Chun Chen
  • How-Jing Lee

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  • Hsieh Fushing & Shu-Chun Chen & How-Jing Lee, 2009. "Computing circadian rhythmic patterns and beyond: introduction to a new non-Fourier analysis," Computational Statistics, Springer, vol. 24(3), pages 409-430, August.
  • Handle: RePEc:spr:compst:v:24:y:2009:i:3:p:409-430 DOI: 10.1007/s00180-008-0134-8
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    References listed on IDEAS

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    1. repec:eee:reensy:v:92:y:2007:i:6:p:719-726 is not listed on IDEAS
    2. Saralees Nadarajah, 2009. "Bathtub-shaped failure rate functions," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(5), pages 855-863, September.
    3. Amit Choudhury, 2005. "A Simple Derivation of Moments of the Exponentiated Weibull Distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 62(1), pages 17-22, September.
    4. Richards, S. J., 2008. "Applying Survival Models to Pensioner Mortality Data," British Actuarial Journal, Cambridge University Press, vol. 14(02), pages 257-303, July.
    5. Jones, Bruce L. & Mereu, John A., 2002. "A critique of fractional age assumptions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 363-370, June.
    6. Borovkov, Konstantin A. & Dickson, David C.M., 2008. "On the ruin time distribution for a Sparre Andersen process with exponential claim sizes," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1104-1108, June.
    7. D. T. Shirke & R. R. Kumbhar & D. Kundu, 2005. "Tolerance intervals for exponentiated scale family of distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(10), pages 1067-1074.
    8. K.K. Thampi & M.J. Jacob, 2008. "Moments of the time of ruin in a renewal risk model with discounted penalty," Journal of Risk Finance, Emerald Group Publishing, vol. 9(2), pages 173-187, February.
    9. Kundu, Debasis & Raqab, Mohammad Z., 2005. "Generalized Rayleigh distribution: different methods of estimations," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 187-200, April.
    10. Beirlant, Jan & Goegebeur, Yuri & Verlaak, Robert & Vynckier, Petra, 1998. "Burr regression and portfolio segmentation," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 231-250, December.
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