Optimal transformations and the spectral envelope for real-valued time series
From MaRDI portal
Publication:1361640
DOI10.1016/S0378-3758(96)00044-4zbMATH Open1030.62533MaRDI QIDQ1361640FDOQ1361640
Authors: A. J. McDougall, David S. Stoffer, David E. Tyler
Publication date: 12 February 2004
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Recommendations
- scientific article; zbMATH DE number 1223596
- A linear transformation and its properties with special applications in time series filtering
- Robust Transformations in Univariate and Multivariate Time Series
- Empirical spectral processes and their applications to time series analysis
- Optimal transformations for categorical autoregressive time series
- Autoregressive Modeling of Temporal/Spectral Envelopes With Finite-Length Discrete Trigonometric Transforms
- On a random time series analysis valid for arbitrary spectral shape
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the invertibility of time series models
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Spectral analysis for categorical time series: Scaling and the spectral envelope
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (4)
Uses Software
This page was built for publication: Optimal transformations and the spectral envelope for real-valued time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361640)