Modeling and Estimation of Covariance of Replicated Modulated Cyclical Time Series

DOI10.1109/TSP.2012.2237168MaRDI QIDQ4578517zbMATH OpenOpenAlexFDO

Authors Sofia C. Olhede, Hernando C. Ombao

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2012.2237168

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Modulation and demodulation in information and communication theory (94A14)

Cited in

(3)

• A test for second order stationarity of a multivariate time series
• Graphical models for nonstationary time series
• The dual frequency spectral density function of locally periodic stationary processes with an application to testing for correlation between different frequency bands of a time series

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