The SLEX Model of a Non-Stationary Random Process

Hernando Ombao, Jonathan Raz, Rainer von Sachs and Wensheng Guo

Annals of the Institute of Statistical Mathematics, 2002, vol. 54, issue 1, 200 pages

Keywords: Bootstrap; Fourier functions; Haar wavelet representation; locally stationary time series; periodograms; SLEX functions; spectral estimation; stationary time series (search for similar items in EconPapers)
Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (18)

Downloads: (external link)
http://hdl.handle.net/10.1023/A:1016130108440 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:54:y:2002:i:1:p:171-200

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1023/A:1016130108440

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().