Time Series with Mixed Spectra

DOI10.1201/B15154zbMath1395.62004OpenAlexW637510010MaRDI QIDQ2852233

Ta-Hsin Li

Publication date: 8 October 2013

Full work available at URL: https://doi.org/10.1201/b15154

zbMATH Keywords

time seriesrandom noisemixed spectrahidden periodic components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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