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Can I read A Nonparametric Regression Cross Spectrum for Multivariate Time Series on EtoBox?
A Nonparametric Regression Cross Spectrum for Multivariate Time Series by Jan Beran; Mark A. Heiler is a Mathematics article available to read on EtoBox.
What is A Nonparametric Regression Cross Spectrum for Multivariate Time Series about?
We consider dependence structures in multivariate time series that are characterized by deterministic trends. Results from spectral analysis for stationary processes are extended to deterministic trend functions. A regression cross covariance and spectrum are defined. Estimation of these quantities is based on wavelet thresholding. The method is illustrated by a simulated example and a three-dimensional time series consisting of ECG, blood pressure and cardiac stroke volume measurements.
Who reads A Nonparametric Regression Cross Spectrum for Multivariate Time Series?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Jan Beran; Mark A. Heiler
- Publisher
- Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0047-259X)
- Published
- 2008
- Language
- EN
- Field
- Mathematics (Physical Sciences)