Automatic estimation of the cross-spectrum of a bivariate time series
From MaRDI portal
Publication:3837323
DOI10.1093/biomet/83.2.419zbMath1059.62586OpenAlexW2312225728MaRDI QIDQ3837323
Publication date: 1996
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/606480415f786a3e762a9c950fc7b38425808397
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (4)
A new non‐parametric cross‐spectrum estimator ⋮ Robust tests for time series comparison based on Laplace periodograms ⋮ Spatial interpolation of high-frequency monitoring data ⋮ Coherence-based time series clustering for statistical inference and visualization of brain connectivity
Uses Software
This page was built for publication: Automatic estimation of the cross-spectrum of a bivariate time series