Estimation of time varying linear systems
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Publication:5933680
DOI10.1023/A:1009999208631zbMath0967.62073MaRDI QIDQ5933680
Chang Chiann, Pedro Alberto Morettin
Publication date: 14 August 2001
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009999208631
wavelets; kernel estimators; simulations; evolutionary spectrum; locally stationary processes; time varying linear systems
62G07: Density estimation
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62G05: Nonparametric estimation
62M15: Inference from stochastic processes and spectral analysis
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