Spectral Analysis of Non-Stationary Time Series

D M Nachane

Working Papers from eSocialSciences

Abstract: The aim of this paper is to take stock of the important recent contributions to spectral analysis, especially as they apply to non-stationary processes. Non-stationary processes are particularly relevant in the empirical sciences where most phenomena exhibit pronounced departures from stationary.

Keywords: spectral analysis; non-stationary; empirical sciences; time series (search for similar items in EconPapers)
Date: 2010-11
New Economics Papers: this item is included in nep-ecm and nep-ets
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