CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY

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

zbMATH Keywords

time seriesnon-stationary processesevolutionary spectral theoryspectrum estimationcomplex demodulationmultivariate stochastic processestime-dependent spectrasimulated series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (8)

Forecasting non-stationary time series by wavelet process modelling ⋮ ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS ⋮ Fitting time series models to nonstationary processes ⋮ On the Kullback-Leibler information divergence of locally stationary processes ⋮ ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS ⋮ Unaliasing of aliased line component frequencies ⋮ Discrete evolutionary transform for time-frequency signal analysis ⋮ Time-frequency analysis and classification of temporomandibular joint sounds

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• An Harmonic Analysis of Nonstationary Multivariate Economic Processes
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