Time-Dependent Spectral Analysis of Nonstationary Time Series

DOI10.2307/2670062zbMath1064.62565OpenAlexW2049611406MaRDI QIDQ4541195

Publication date: 30 July 2002

Full work available at URL: https://dialnet.unirioja.es/servlet/oaiart?codigo=451109

Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99)

Related Items (41)

Spectral Inference under Complex Temporal Dynamics ⋮ A frequency domain test for detecting nonstationary time series ⋮ Group orthogonal greedy algorithm for change-point estimation of multivariate time series ⋮ Discriminant analysis for locally stationary processes ⋮ Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes ⋮ Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series ⋮ Scan statistic tail probability assessment based on process covariance and window size ⋮ Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices ⋮ Nonparametric change point detection in multivariate piecewise stationary time series ⋮ Adaptive spectral estimation for nonstationary multivariate time series ⋮ Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes ⋮ Discriminating between long-range dependence and non-stationarity ⋮ AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series ⋮ Optimal change point detection in Gaussian processes ⋮ Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis ⋮ Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis ⋮ Inference for modulated stationary processes ⋮ Walsh Fourier Transform of Locally Stationary Time Series ⋮ Consistency of minimum description length model selection for piecewise stationary time series models ⋮ Covariance and precision matrix estimation for high-dimensional time series ⋮ Time-frequency clustering and discriminant analysis. ⋮ BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS ⋮ Detection of Locally Stationary Segments in Time Series ⋮ Empirical Frequency Band Analysis of Nonstationary Time Series ⋮ Transformation to approximate independence for locally stationary Gaussian processes ⋮ Identifying the recurrence of sleep apnea using a harmonic hidden Markov model ⋮ Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra ⋮ Detecting abrupt changes in a piecewise locally stationary time series ⋮ The local partial autocorrelation function and some applications ⋮ A Scale‐space Approach for Detecting Non‐stationarities in Time Series ⋮ Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach ⋮ Adaptive covariance estimation of locally stationary processes ⋮ Sequential change‐point detection based on direct density‐ratio estimation ⋮ Multiscale spectral analysis for detecting short and long range change points in time series ⋮ FreSpeD: Frequency-Specific Change-Point Detection in Epileptic Seizure Multi-Channel EEG Data ⋮ Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series ⋮ Classification in music research ⋮ Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series ⋮ Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series ⋮ Structural breaks in time series ⋮ Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density

This page was built for publication: Time-Dependent Spectral Analysis of Nonstationary Time Series