Multitaper analysis of nonstationary and nonlinear time series data

MaRDI QIDQ2712150zbMATH OpenFDO

Authors David J. Thomson

Publication date 6 May 2001

zbMATH Keywords

environmental datamultitapernonlinearnonstationary time series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Review text

This article surveys some multitaper approaches to the analysis of nonlinear and nonstationary time series and discusses the analysis of environmental data, with a viewpoint of statistics and signal processing.NEWLINENEWLINEFor the entire collection see [Zbl 0958.00020].

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Cited in

(7)

• Gradient pattern analysis of short nonstationary time series: an application to Lagrangian data from satellite tracked drifters
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment
• Methods of analyzing nonstationary time series with implicit changes in their properties
• Ecological prediction with nonlinear multivariate time-frequency functional data models
• State-space multitaper time-frequency analysis
• Analysing nonlinear time series with central subspace
• Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences

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