Spectral Analysis of Non-Stationary Time Series

DOI10.2307/1403441zbMATH Open0741.62087OpenAlexW2315711319MaRDI QIDQ3989148FDOQ3989148

Authors: I. G. Zhurbenko 

Publication date: 28 June 1992

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403441

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zbMATH Keywords

covariance functionspectral densityPoisson modelGaussian stationary processmodified periodogramhigher order spectrageneral model of a stationary process with dynamical spectrastationary process in a wide senseWiener stationary diffusion of sample trajectories

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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