Detecting Common Signals in Multiple Time Series Using the Spectral Envelope

DOI10.2307/2669947zbMath1072.62637MaRDI QIDQ4541276

David S. Stoffer

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669947

Mathematics Subject Classification ID

62M15: Inference from stochastic processes and spectral analysis

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

62B10: Statistical aspects of information-theoretic topics

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