Krahnke, Tillmann; Scheffner, Axel; Urfer, Wolfgang - Institut für Wirtschafts- und Sozialstatistik, … - 1998
Two different estimation techniques for the spectrum of a nonstationary time series are compared empirically. Both of them are assuming a time-dependent autoregressive (AR-) model for the data. The first estimation technique used is the Frequency State Dependent Model (FSDM-) technique (Schmitz...
