Narrow-band analysis of nonstationary processes

DOI10.1214/aos/1013699988zbMath1012.62100OpenAlexW3125665914MaRDI QIDQ1848891

Peter M. Robinson, Domenico Marinucci

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1013699988

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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