Time series with mixed spectra

DOI10.1201/B15154zbMATH Open1395.62004OpenAlexW637510010MaRDI QIDQ2852233FDOQ2852233

Authors: Ta-Hsin Li 

Publication date: 8 October 2013

Full work available at URL: https://doi.org/10.1201/b15154

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zbMATH Keywords

time seriesrandom noisemixed spectrahidden periodic components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (5)

• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
• Quantile periodogram and time-dependent variance
• The integrated copula spectrum
• Mixed time-based spectrum estimators
• Statistical inference for oscillation processes

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