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Time-frequency analysis--G([lambda])-stationary processes

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  • Jiang, Huiping
  • Gray, Henry L.
  • Woodward, Wayne A.

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  • Jiang, Huiping & Gray, Henry L. & Woodward, Wayne A., 2006. "Time-frequency analysis--G([lambda])-stationary processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1997-2028, December.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:3:p:1997-2028
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    References listed on IDEAS

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    1. Stock, James H, 1987. "Measuring Business Cycle Time," Journal of Political Economy, University of Chicago Press, vol. 95(6), pages 1240-1261, December.
    2. Stock, James H., 1987. "Measuring Business Cycle Time," Scholarly Articles 3425950, Harvard University Department of Economics.
    3. H. L. Gray & Nien Fan Zhang, 1988. "On A Class Of Nonstationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(2), pages 133-154, March.
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    Cited by:

    1. Zhu Wang & Wayne A. Woodward & Henry L. Gray, 2009. "The application of the Kalman filter to nonstationary time series through time deformation," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(5), pages 559-574, September.

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