Spectral estimation for locally stationary time series with missing observations

2011 ◽  
Vol 22 (4) ◽  
pp. 877-895 ◽  
Author(s):  
Marina I. Knight ◽  
Matthew A. Nunes ◽  
Guy P. Nason
Keyword(s):  
Time Series ◽  
Spectral Estimation ◽  
Stationary Time Series ◽  
Missing Observations ◽  
Stationary Time ◽  
Locally Stationary Time Series

scholarly journals Quantile spectral analysis for locally stationary time series

2017 ◽  
Vol 79 (5) ◽  
pp. 1619-1643 ◽  
Author(s):  
Stefan Birr ◽  
Stanislav Volgushev ◽  
Tobias Kley ◽  
Holger Dette ◽  
Marc Hallin
Keyword(s):  
Time Series ◽  
Spectral Analysis ◽  
Stationary Time Series ◽  
Stationary Time ◽  
Locally Stationary Time Series
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