EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY
- 1 March 1985
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 6 (2) , 81-90
- https://doi.org/10.1111/j.1467-9892.1985.tb00399.x
Abstract
The evolutionary spectrum theory is the most elaborated approach to the definition of the spectrum for a non‐stationary process. This paper contains examples where all the concepts of the theory are illustrated.Keywords
All Related Versions
This publication has 5 references indexed in Scilit:
- A Simulation Study of the Estimation of Evolutionary Spectral FunctionsJournal of the Royal Statistical Society Series C: Applied Statistics, 1975
- Some comments on spectral representations of non-stationary stochastic processesJournal of Applied Probability, 1973
- On the Analysis of Bivariate Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1973
- The Fitting of Non-Stationary Time-Series Models with Time-Dependent ParametersJournal of the Royal Statistical Society Series B: Statistical Methodology, 1970
- Evolutionary Spectra and Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1965