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.

引用

页数：9

共 50 条

[21] Time-frequency analysis of TEOAE signal
Zhang, ZG
Lin, JS
Li, LM
PROCEEDINGS OF THE 20TH ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY, VOL 20, PTS 1-6: BIOMEDICAL ENGINEERING TOWARDS THE YEAR 2000 AND BEYOND, 1998, 20 : 1520 - 1522
[22] A virtual instrument for time-frequency analysis
Djurovic, I
Stankovic, L
IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 1999, 48 (06) : 1086 - 1092
[23] Investigation of Vircator with Time-Frequency Analysis
Wu, J. S.
Wang, J. D.
Chu, K. R.
2009 IEEE INTERNATIONAL VACUUM ELECTRONICS CONFERENCE, 2009, : 495 - +
[24] Time-frequency analysis of pseudodifferential operators
Labate, D
MONATSHEFTE FUR MATHEMATIK, 2001, 133 (02): : 143 - 156
[25] Time-frequency analysis of biomedical signals
Bianchi, AM
Mainardi, LT
Cerutti, S
TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL, 2000, 22 (03) : 215 - 230
[26] Time-Frequency Analysis as Probabilistic Inference
Turner, Richard E.
Sahani, Maneesh
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2014, 62 (23) : 6171 - 6183
[27] Generalization of the Gram-Charlier/Edgeworth series and application to time-frequency analysis
Cohen, L
MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING, 1998, 9 (04) : 363 - 372
[28] Symplectic analysis of time-frequency spaces
Cordero, Elena
Giacchi, Gianluca
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2023, 177 : 154 - 177
[29] Time-frequency analysis of musical instruments
Alm, JF
Walker, JS
SIAM REVIEW, 2002, 44 (03) : 457 - 476
[30] Real-time Implementation of a Time-frequency Analysis Scheme
Martina, Maurizio
Terreno, Andrea
Vacca, Fabrizio
GLSVLSI'07: PROCEEDINGS OF THE 2007 ACM GREAT LAKES SYMPOSIUM ON VLSI, 2007, : 180 - 183

← 1 2 3 4 5 →