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The SLEX Model of a Non-Stationary Random Process
Ombao, Hernando; Raz, Jonathan; Sachs, Rainer von; Guo, … - In: Annals of the Institute of Statistical Mathematics 54 (2002) 1, pp. 171-200
Persistent link: https://www.econbiz.de/10005395551
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Local Spectral Envelope: An Approach Using Dyadic Tree-Based Adaptive Segmentation
Stoffer, David; Ombao, Hernando; Tyler, David - In: Annals of the Institute of Statistical Mathematics 54 (2002) 1, pp. 201-223
Persistent link: https://www.econbiz.de/10005622205