Time-frequency analysis of econometric time series

被引：0
|
作者：
Corinaldi, Sharif [1 ]
Cohen, Leon [1 ]
机构：
[1] CUNY, Hunter Coll, New York, NY 10021 USA
来源：
NOISE AND STOCHASTICS IN COMPLEX SYSTEMS AND FINANCE | 2007年 / 6601卷
关键词：
econometric time series; Beveridge wheat price series; time-frequency analysis;
D O I：
10.1117/12.726112
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
We review the basic concepts of time-frequency analysis which are methods that indicate not only that which frequencies in a time series but alos when they existed. A number of examples are given to illustrate the possible use of these methods to econometric series. The methods are applied to the Beveridge Wheat Price Series.
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页数：9
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