Time-varying spectral analysis: theory and applications
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DOI: 10.1007/s41775-018-0030-2
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More about this item
Keywords
Non-stationarity; Mixing conditions; Oscillatory processes; Evolutionary spectrum; ANOVA; Decoupling;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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