Spectral Inference under Complex Temporal Dynamics

DOI10.1080/01621459.2020.1764365zbMath1506.62375arXiv1812.07706OpenAlexW3021941172MaRDI QIDQ5881071

No author found.

Publication date: 9 March 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.07706

zbMATH Keywords

frequency domainsignal processingtime-frequency analysisnonparametric methodsnon-stationary time series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series ⋮ Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis

Uses Software

• astsa
• haarfisz

Cites Work

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