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Nonlinear Spectral Analysis: A Local Gaussian Approach - MaRDI portal

Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124)

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scientific article; zbMATH DE number 7668267
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English
Nonlinear Spectral Analysis: A Local Gaussian Approach
scientific article; zbMATH DE number 7668267

    Statements

    title
    Nonlinear Spectral Analysis: A Local Gaussian Approach (English)
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    author
    Lars Arne Jordanger
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    Dag Tjøstheim
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    publication date
    27 March 2023
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    zbMATH Keywords
    GARCH models
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    graphical tools
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    local periodicities
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    cites work
    Q4839944
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    Q4322402
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    Quantile Periodograms
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    Q3281461
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    Q3999154
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    Q5600585
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    Identifiers

    zbMATH DE Number
    7668267
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    OpenAlex ID
    W3095687380
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