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Empirical Frequency Band Analysis of Nonstationary Time Series

The time-varying power spectrum of a time series process is a bivariate function that quantifies the magnitude of oscillations at different frequencies and times. To obtain low-dimensional, parsimonious measures from this functional parameter, applied researchers consider collapsed measures of power...

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Bibliographic Details
Published in:J Am Stat Assoc
Main Authors: Bruce, Scott A., Tang, Cheng Yong, Hall, Martica H., Krafty, Robert T.
Format: Artigo
Language:Inglês
Published: 2019
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC8186526/
https://ncbi.nlm.nih.gov/pubmed/34108777
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2019.1671199
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