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Spectral Analysis of Non-Stationary Time Series

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  • D M NACHANE

Abstract

The aim of this paper is to take stock of the important recent contributions to spectral analysis, especially as they apply to non-stationary processes. Non-stationary processes are particularly relevant in the empirical sciences where most phenomena exhibit pronounced departures from stationary.

Suggested Citation

  • D M Nachane, 2010. "Spectral Analysis of Non-Stationary Time Series," Working Papers id:3191, eSocialSciences.
    • Handle: RePEc:ess:wpaper:id:3191
    Note: Institutional Papers
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    File URL: http://www.esocialsciences.org/Download/repecDownload.aspx?fname=Document119112010419.531802E-02.pdf&fcategory=Articles&AId=3191&fref=repec
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    References listed on IDEAS

    as
    1. Guy Melard, 1978. "Propriétés du spectre évolutif d'un processus non stationnaire," ULB Institutional Repository 2013/13680, ULB -- Universite Libre de Bruxelles.
    2. Guy Melard, 1985. "Examples of the evolutionary spectrum theory," ULB Institutional Repository 2013/13696, ULB -- Universite Libre de Bruxelles.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    spectral analysis; non-stationary; empirical sciences; time series;
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