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

DOI10.1016/S0378-3758(96)00044-4MaRDI QIDQ1361640zbMATHFDO

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)

zbMATH Keywords

time seriestransformationsspectral envelope

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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

Cited in

(5)

• The spectral envelope and its applications.
• An analysis of David E. Tyler's publication and coauthor network
• Local spectral analysis of qualitative sequences via minimum description length
• Portfolio estimation for spectral density of categorical time series data
• Localized spectral envelope

Describes a project that uses

Uses Software

• R

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