CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY

DOI10.1111/J.1467-9892.1989.TB00014.XMaRDI QIDQ4204977zbMATH OpenOpenAlexFDO

Authors 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

complex demodulationevolutionary spectral theorymultivariate stochastic processesnon-stationary processessimulated seriesspectrum estimationtime seriestime-dependent spectra

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
• An Harmonic Analysis of Nonstationary Multivariate Economic Processes
• Estimating Coefficients That Change over Time
• scientific article; zbMATH DE number 3426746 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 3748728 (Why is no real title available?)
• scientific article; zbMATH DE number 3208729 (Why is no real title available?)
• scientific article; zbMATH DE number 3233297 (Why is no real title available?)
• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• Mixed autoregressive-moving average multivariate processes with time- dependent coefficients
• Non-linearity and Non-stationarity in Dynamic Econometric Models
• Non-stationary q-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
• Nonstationary autoregressive processes (Corresp.)
• Nonstationary Yule-Walker equations
• Spectral factorization of nonstationary moving average processes
• Spectral generating operators for non-stationary processes

Cited in

(13)

• Fitting time series models to nonstationary processes
• Forecasting non-stationary time series by wavelet process modelling
• On the Kullback-Leibler information divergence of locally stationary processes
• ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
• A theory of spectral analysis based on the characteristic property of a linear dynamic system
• Unaliasing of aliased line component frequencies
• EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY
• scientific article; zbMATH DE number 4094506 (Why is no real title available?)
• Nonlinear modelling of periodic threshold autoregressions using Tsmars
• ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS
• Spectral Inference under Complex Temporal Dynamics
• Discrete evolutionary transform for time-frequency signal analysis
• Time-frequency analysis and classification of temporomandibular joint sounds

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