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Análise Espectral de Séries Temporais Através de Pontos Fixos

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  • Lopes, Sílvia

Abstract

This article analyzes the mixed spectrum statiemary process (...) where p is not necessarily known, A1, ... ,Ap are unknown constants, wl, ..., wp are unknown frequencies with values in (...) is a white noise process with mean O and variance (...) are independent random variables uniformly distributed in (...) and are independent of the noise processo. The goal of this paper is to estimate each discrete frequency. The estimate is obtained from a recursive method with updated parameters. The cosine of each discrete frequency is obtained as an attracting fixed point of a certain map.

Suggested Citation

  • Lopes, Sílvia, 1994. "Análise Espectral de Séries Temporais Através de Pontos Fixos," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 14(1), April.
    • Handle: RePEc:sbe:breart:v:14:y:1994:i:1:a:2977
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