Browsing Department of Mathematics by Journals "Journal of the American Statistical Association"
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Nonlinear Spectral Analysis: A Local Gaussian Approach
(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 ...