Spectral inference under complex temporal dynamics
We develop a unified theory and methodology for the inference of evolutionary Fourier power spectra for a general class of locally stationary and possibly nonlinear processes. In particular, simultaneous confidence regions (SCR) with asymptotically correct coverage rates are constructed for the evol...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Taylor and Francis
2020
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