Spectral analysis for univariate time series

DOI10.1017/9781139235723MaRDI QIDQ5213730zbMATH OpenOpenAlexFDO

Authors Donald B. Percival, A. T. Walden

Publication date 4 February 2020

Full work available at URL https://doi.org/10.1017/9781139235723

zbMATH Keywords

atmospheric scienceoceanographyspectral analysisunivariate time series

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Reliability and life testing (62N05) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)

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Cited in

(21)

• A spectral approach to estimate the autocovariance function
• Singular spectrum analysis for time series
• Introduction to spectral analysis
• Time series with mixed spectra
• Spectral Analysis for Physical Applications
• Spectral Analysis of Irregularly Sampled Data with Time Series Models
• scientific article; zbMATH DE number 3921783 (Why is no real title available?)
• Spectral Analysis of Non-Stationary Time Series
• scientific article; zbMATH DE number 870552 (Why is no real title available?)
• Multi-scale spectral analysis in hydrology. From theory to practice
• On estimating the structure factor of a point process, with applications to hyperuniformity
• Modelling cycles in climate series: the fractional sinusoidal waveform process
• Spectral density estimation of function-valued spatial processes
• Continuous-time locally stationary wavelet processes
• Bias correction of quadratic spectral estimators
• Integrating clustering and sequential analysis for improving the spectral density estimation and dependency structure of time series
• Spectral estimation for point processes and random fields
• A Bayesian nonlinear model with multiple frequencies for business cycle analysis
• Modeling nonstationary time series using locally stationary basis processes
• Estimating the hyperuniformity exponent of spatial point processes
• Linear short rate model with several delays

Describes a project that uses

Uses Software

• R

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