An Harmonic Analysis of Nonstationary Multivariate Economic Processes

DOI10.2307/1909211MaRDI QIDQ5558824zbMATH OpenOpenAlexFDO

Authors David R. Brillinger, Michio Hatanaka

Publication date 1969

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909211

zbMATH Keywords

operations research

Cited in

(4)

• CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY
• Detecting changes in functional linear models
• A conversation with David R. Brillinger
• A robust-filtering method for noisy non-stationary multivariate time series with econometric applications

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