Time-varying spectral analysis: Theory and applications
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More about this item
Keywords
Non-stationarity; mixing conditions; oscillatory processes; evolutionary spectrum; ANOVA; decoupling;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-12-24 (Econometrics)
- NEP-ORE-2018-12-24 (Operations Research)
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