Time-correlation analysis of nonstationary time series

DOI10.1111/1467-9892.00076zbMath0902.62107OpenAlexW1978248232MaRDI QIDQ3838320

Ta-Hsin Li

Publication date: 14 December 1998

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00076

zbMATH Keywords

characterizationspectral analysissignal processingautocorrelationfilter bankmixed spectrumtime-correlation analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Graphical methods in statistics (62A09)

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