Journal Article
Spectral Analysis and Time Series
Reads0
Chats0
TLDR
In this article, the authors introduce the concept of Stationary Random Processes and Spectral Analysis in the Time Domain and Frequency Domain, and present an analysis of Processes with Mixed Spectra.Abstract:
Preface. Preface to Volume 2. Contents of Volume 2. List of Main Notation. Basic Concepts. Elements of Probability Theory. Stationary Random Processes. Spectral Analysis. Estimation in the Time Domain. Estimation in the Frequency Domain. Spectral Analysis in Practice. Analysis of Processes with Mixed Spectra.read more
Citations
More filters
Journal ArticleDOI
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
TL;DR: In this paper, a new class of large-sample covariance and spectral density matrix estimators is proposed based on the notion of flat-top kernels, which are shown to be higher-order accurate when higherorder accuracy is possible.
Journal ArticleDOI
Digital channelized receiver based on time-frequency analysis for signal interception
TL;DR: A digital channelized receiver is presented for the interception of a wide variety of signals of complex structure, including those with low probability of interception, and shows a good performance in terms of detection, estimation, and processing of simultaneous signals.
Journal ArticleDOI
Methods for quantifying the causal structure of bivariate time series
TL;DR: The usefulness of the methods for detecting asymmetric couplings and directional flow of information in the context of uni- and bidirectionally coupled deterministic chaotic systems is discussed.
Journal ArticleDOI
Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment
Journal ArticleDOI
An automatic leading indicator of economic activity: forecasting GDP growth for European countries
TL;DR: In this paper, the authors proposed an automatic leading indicator model which, rather than preselection, uses a dynamic factor model to summarize the information content of a pool of variables and showed that the overall forecasting performance of the automatic leader indicator model appears better than that of more traditional VAR and BVAR models.
References
More filters