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A Simulation Study of the Estimation of Evolutionary Spectral Functions
Author(s) -
Chan W.Y. T.,
Tong H.
Publication year - 1975
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347095
Subject(s) - estimation , computer science , mathematics , evolutionary biology , biology , economics , management
Summary In recent years, the theory of evolutionary spectral analysis of non‐stationary time series has been fairly widely used. However, owing to the difficulty of deriving exact sampling results, all the studies undertaken to date rely mainly on approximate results. In the absence of exact results, it is therefore of interest to conduct a fairly extensive simulation study.