Automatic Local Spectral Envelope

  • Ori Rosen
  • David Stoffer
Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

The concept of spectral envelope for the scaling and analysis of categorical time series in the frequency domain was developed in Stoffer et al. (1993) under the assumption of homogeneity. Here, we present a method for fitting a local spectral envelope for nonstationary sequences.


Spectral Density Markov Chain Monte Carlo Method Spectral Envelope Spectral Matrix Categorical Time Series 
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Copyright information

© Physica-Verlag Heidelberg 2008

Authors and Affiliations

  • Ori Rosen
    • 1
  • David Stoffer
    • 2
  1. 1.Department of Mathematical SciencesUniversity of TexasUSA
  2. 2.Department of StatisticsUniversity of PittsburghUSA

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