Comparison of time series with unequal length in the frequency domain
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More about this item
KeywordsAutocorrelation function; Cluster analysis; Interpolated periodogram; Reduced periodogram; Spectral analysis; Time series; Zero-padding.;
- 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
- C0 - Mathematical and Quantitative Methods - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-30 (All new papers)
- NEP-ECM-2009-05-30 (Econometrics)
- NEP-ETS-2009-05-30 (Econometric Time Series)
- NEP-FOR-2009-05-30 (Forecasting)
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