Optimal transformations and the spectral envelope for real-valued time series

DOI10.1016/S0378-3758(96)00044-4zbMath1030.62533MaRDI QIDQ1361640

A. J. McDougall, David E. Tyler, David S. Stoffer

Publication date: 12 February 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

time seriestransformationsspectral envelope

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

The spectral envelope and its applications.

Uses Software

• R

Cites Work

• On the invertibility of time series models
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Spectral analysis for categorical time series: Scaling and the spectral envelope
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