Spectral inference under complex temporal dynamics

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...

书目详细资料
Main Authors:	Yang, J, Zhou, Z
格式:	Journal article
语言:	English
出版:	Taylor and Francis 2020

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