Search Results - subject:"Evolutionary Spectrum"

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Time-varying spectral analysis : theory and applications

Nachane, Dilip M. - In: Indian economic review : official journal of Delhi … 53 (2018) 1/2, pp. 3-27

Persistent link: https://www.econbiz.de/10012225818

Selected problems in the analysis of nonstationary & nonlinear time series

Nachane, Dilip M. - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010337924

Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application

Jouini, Jamel - In: Journal of Applied Statistics 36 (2009) 1, pp. 91-110

We investigate the instability problem of the covariance structure of time series by combining the non-parametric approach based on the evolutionary spectral density theory of Priestley [Evolutionary spectra and non-stationary processes, J. R. Statist. Soc., 27 (1965), pp. 204-237; Wavelets and...

Persistent link: https://www.econbiz.de/10005495268

Estimation of Time Varying Linear Systems

Chiann, Chang; Morettin, Pedro - In: Statistical Inference for Stochastic Processes 2 (1999) 3, pp. 253-285

Persistent link: https://www.econbiz.de/10005391502

Instability of the Velocity of Money: A New Approach Based on the Evolutionary Spectrum

Artis, Michael J; Bladen-Hovell, Robin; Nachane, Dilip M - C.E.P.R. Discussion Papers - 1992

Netherlands and the United Kingdom). A distribution-free test due to Subba Rao (1981) and based on the concept of the evolutionary … spectrum is used. The test does not require the assumption that distributions are Gaussian and is able to decompose (by …

Persistent link: https://www.econbiz.de/10005666582