CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY
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Publication:4204977
DOI10.1111/j.1467-9892.1989.tb00014.xzbMath0686.62072OpenAlexW2014907360MaRDI QIDQ4204977
Guy Mélard, Annie Herteleer-de Schutter
Publication date: 1989
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/13708/1/Herteleer_Melard_preprint.pdf
time seriesnon-stationary processesevolutionary spectral theoryspectrum estimationcomplex demodulationmultivariate stochastic processestime-dependent spectrasimulated series
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- An Harmonic Analysis of Nonstationary Multivariate Economic Processes
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