• Nonlinear Spectral Analysis: A Local Gaussian Approach 

      Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (Journal article; Peer reviewed, 2022)
      The spectral distribution f(ω) of a stationary time series {Yt}t∈Z can be used to investigate whether or not periodic structures are present in {Yt}t∈Z, but f(ω) has some limitations due to its dependence on the autocovariances ...