Automatic Statistical Analysis of Bivariate Non-Stationary Time Series.

We propose a new method, the "Auto-SLEX" method, for analyzing bivariate non-stationary processes. The Auto-SLEX method is a procedure that automatically segments the time series into approximatively stationary blocks and automatically estimates the time-varying spectra and coherence.

MoreLess

Year of publication:	1999
Authors:	Ombao, H. ; Raz, J. ; von Sachs, R. ; Malow, B.
Institutions:	Catholique de Louvain - Institut de statistique
Subject:	STATISTICAL ANALYSIS \| TIME SERIES \| ECONOMETRICS

Check Google Scholar |

More access options

In German libraries (KVK)

I need help

More details

Series:	Catholique de Louvain - Institut de statistique.
Type of publication:	Book / Working Paper
Notes:	31 pages
Classification:	C20 - Econometric Methods: Single Equation Models. General ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005661153