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Estimation of population spectrum for linear processes with random coefficients

Author

Listed:
  • P. Saavedra
  • C. Hernández
  • I. Luengo
  • J. Artiles
  • A. Santana

Abstract

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Suggested Citation

  • P. Saavedra & C. Hernández & I. Luengo & J. Artiles & A. Santana, 2008. "Estimation of population spectrum for linear processes with random coefficients," Computational Statistics, Springer, vol. 23(1), pages 79-98, January.
    • Handle: RePEc:spr:compst:v:23:y:2008:i:1:p:79-98
    DOI: 10.1007/s00180-007-0069-5
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    References listed on IDEAS

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    1. Hernandez-Flores, C. N. & Artiles-Romero, J. & Saavedra-Santana, P., 1999. "Estimation of the population spectrum with replicated time series," Computational Statistics & Data Analysis, Elsevier, vol. 30(3), pages 271-280, May.
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    Cited by:

    1. Saavedra Pedro & Santana-del-Pino Angelo & Hernández-Flores Carmen N. & Artiles-Romero Juan & González-Henríquez Juan J., 2011. "Classification of Stationary Signals with Mixed Spectrum," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-17, January.
    2. Robert T. Krafty, 2016. "Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 435-450, July.

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    More about this item

    Keywords

    Linear processes of random parameters; Population spectrum; Consistency; C22;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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