Estimation of Time Varying Linear Systems

Chang Chiann and Pedro Morettin

Statistical Inference for Stochastic Processes, 1999, vol. 2, issue 3, 253-285

Keywords: evolutionary spectrum; kernel estimators; locally stationary processes; time varying linear systems; wavelets (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1009999208631

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