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scientific article; zbMATH DE number 1053612 - MaRDI portal

scientific article; zbMATH DE number 1053612

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Publication:4351556

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zbMath0873.62087MaRDI QIDQ4351556

Rainer von Sachs

Publication date: 4 November 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

adaption consistent estimation overview spectrograms estimates of evolutionary spectra local autocovariances local spectral densities local time-scale decompositions locally stationary time-frequency representation modelling approaches wavelet spectrum estimators Wigner-Ville estimators

Mathematics Subject Classification ID

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

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