Automatic Local Spectral Envelope
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.
KeywordsSpectral Density Markov Chain Monte Carlo Method Spectral Envelope Spectral Matrix Categorical Time Series
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