Applications of spectral analysis in econometrics

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Veröffentlicht in:Handbook of statistics ; Vol. 3: Time series in the frequency domain
1. Verfasser: Granger, C. W. J. (VerfasserIn)
Weitere Verfasser: Engle, Robert (VerfasserIn)
Pages:3
Format: UnknownFormat
Veröffentlicht: 1983
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Titel Jahr Verfasser
Robust-resistant spectral analysis 1983 Martin, R. Douglas
Autoregressive spectral estimation 1983 Parzen, Emanuel
Replicated time-series regression : an approach to signal estimation and detection 1983 Shumway, R. H.
The frequency-domain approach to the analysis of closed-loop systems 1983 Priestley, M. B.
Frequency-domain analysis of multidimensional time-series data 1983 Robinson, Enders A.
Cumulants and cumulant spectra 1983 Rosenblatt, M.
Estimating the gain of a linear filter from noisy data 1983 Hinich, Melvin J.
Optimal inference in the frequency domain 1983 Davies, Robert B.
Wiener filtering (with emphasis on frequency-domain approaches) 1983 Bhansali, R. J.
Computer programming of spectrum estimation 1983 Thrall, Tony
The bispectral analysis of nonlinear stationary time series with reference to bilinear time-series models 1983 Rao, T. Subba
Threshold autoregression and some frequency-domain characteristics 1983 Pemberton, J.
Complex demodulation : some theory and applications 1983 Hasan, T.
Seasonal and calandar adjustment 1983 Cleveland, William S.
A spectral analysis primer 1983 Koopmans, L. H.
Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series 1983 Krishnaiah, P. R.
Applications of spectral analysis in econometrics 1983 Granger, C. W. J.
The finite Fourier transform of stationary process 1983 Brillinger, David R.
Signal estimation 1983 Hannan, E. J.
Review of various approaches to power spectrum estimation 1983 Robinson, P. M.
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