The SLEX model of a non-stationary random process

Annals of the Institute of Statistical Mathematics

Volumn 54, Issue 1, 2002, Pages 171-200

  Ombao, Hernando ^a   Raz, Jonathan ^b   Von Sachs, Rainer ^c   Guo, Wensheng ^b  

^a UNIVERSITY OF PITTSBURGH SCHOOL OF MEDICINE   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Bootstrap; Fourier functions; Haar wavelet representation; Locally stationary time series; Periodograms; SLEX functions; Spectral estimation; Stationary time series

Indexed keywords

APPROXIMATION THEORY; FREQUENCY DOMAIN ANALYSIS; MATHEMATICAL MODELS; PIECEWISE LINEAR TECHNIQUES; RANDOM PROCESSES; TIME DOMAIN ANALYSIS; TRANSFER FUNCTIONS;

NON-STATIONARY PROCESSES;

STATISTICAL METHODS;

EID: 6444245718     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1016130108440     Document Type: Article

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