A Simulation Study of the Estimation of Evolutionary Spectral Functions

1 January 1975

journal article
Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics

Vol. 24 (3) , 333
https://doi.org/10.2307/2347095

Abstract

In recent years, the theory of evolutionary spectral analysis of non-stationary time series has been fairly widely used. However, owing to the difficulty of der...

Keywords

ESTIMATION
SIMULATION STUDY
EVOLUTIONARY SPECTRAL FUNCTIONS