Automatic statistical analysis of bivariate nonstationary time series

Journal of the American Statistical Association

Volumn 96, Issue 454, 2001, Pages 543-560

  Ombao, Hernando C ^a   Raz, Jonathan A ^b   von Sachs, Rainer ^c   Malow, Beth A ^d  

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

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^d UNIVERSITY OF MICHIGAN MEDICAL SCHOOL   (United States)

Author keywords

Kernel smoothing; Nonstationary time series; SLEX periodogram; SLEX transform; Time frequency analysis; Time varying spectrum and coherence

Indexed keywords

EID: 85012564551     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214501753168244     Document Type: Article

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