Spectral Analysis of Non-Stationary Time Series

DOI10.2307/1403441zbMath0741.62087OpenAlexW2315711319MaRDI QIDQ3989148

I. G. Zhurbenko

Publication date: 28 June 1992

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403441

zbMATH Keywords

covariance functionspectral densityGaussian stationary processPoisson modelmodified periodogramhigher order spectrageneral model of a stationary process with dynamical spectrastationary process in a wide senseWiener stationary diffusion of sample trajectories

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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