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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

    as
    1. Stock, James H., 1987. "Measuring Business Cycle Time," Scholarly Articles 3425950, Harvard University Department of Economics.
    2. Stock, James H, 1987. "Measuring Business Cycle Time," Journal of Political Economy, University of Chicago Press, vol. 95(6), pages 1240-1261, December.
    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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