CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY

Journal of Time Series Analysis

Volumn 10, Issue 1, 1989, Pages 41-63

  Mélard, Guy ^a   Schutter, Annie Herteleer‐de ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

complex demodulation; Evolutionary spectral theory; multivariate stochastic processes; non stationary process; time series; time dependent spectrum

Indexed keywords

EID: 84981375068     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1989.tb00014.x     Document Type: Article

References (42)

1. On the prediction of non‐stationary processes
2. Non‐linearity and non‐stationarity in dynamic econometric models
3. Harmonic analysis of nonstationary multivariate economic processes
4. On some classes of non‐stationary stochastic processes.
5. Analyse fréquentielle de processus stochastiques non stationnaires:estimation et propriétés
6. Theory of time‐varying spectral analysis and complex Wishart matrix processes.
7. Time‐dependent ARMA modeling of nonstationary signals
8. Mixed autoregressive moving‐average multivariate processes with time‐dependent coefficients
9. Spectral factorization of nonstationary moving average processes
10. Nonstationary q‐dependent processes and time‐varying moving average models:invertibility properties and the forecasting problem
11. Nonstationary Yule‐Walker equations
12. Time series analysis and sleep research
13. Une généralisation de concepts spectraux non stationnaires
14. Analyse statistique des séries chronologiques non stationnaires (approche fréquentielle).
15. Über lineare Methoden in der Wahrscheinlichkeitsrechnung
16. Evolutive cospectral analysis of time‐dependent ARMA processes.
17. A smoothness priors time‐varying AR coefficient modeling of nonstationary covariance time series
18. On the concept of the spectrum for non‐stationary processes.
19. A fast procedure for generating normal random variables,
20. Line tacking in nonstationary processes
21. Propriétés du spectre évolutif d'un processus non stationnaire
22. Analyse de données chronologiques.
23. An example of the evolutionary spectrum theory
24. Estimating coefficients that change over time
25. Nonstationary autoregressive processes
26. Evolutionary spectra and non‐stationary processes.
27. Design relations for non‐stationary processes
28. On the analysis of bivariate non‐stationary processes.
29. The fitting of non‐stationary time series models with time‐dependent parameters
30. A test for time‐dependence of linear open‐loop systems
31. Linear time‐dependent systems
32. Spectral generating operators for non‐stationary processes