𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation of the bispectrum for locally stationary processes

✍ Scribed by Paparoditis, Efstathios; Preuß, Philip


Book ID
125479651
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
420 KB
Volume
89
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Estimation and Forecasting of Locally St
✍ Wilfredo Palma; Ricardo Olea; Guillermo Ferreira 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 933 KB

## ABSTRACT This paper develops a state space framework for the statistical analysis of a class of locally stationary processes. The proposed Kalman filter approach provides a numerically efficient methodology for estimating and predicting locally stationary models and allows for the handling of mi