Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 76, Issue 3, 2014, Pages 651-682

  Chen, Yu Chun ^a   Cheng, Ming Yen ^b   Wu, Hau Tieng ^c  

^a NATIONAL YANG MING UNIVERSITY   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Auto regressive moving average errors; Continuous time auto regressive moving average processes; Cycles; Instantaneous frequency; Non stationary processes; Periodic functions; Synchro squeezing transform; Time frequency analysis

Indexed keywords

EID: 84900032456     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12039     Document Type: Article

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