Blar i HVL Open på forfatter "Jordanger, Lars Arne"
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Local Gaussian Cross-Spectrum Analysis
Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (Peer reviewed; Journal article, 2023)The ordinary spectrum is restricted in its applications, since it is based on the second-order moments (auto- and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures ... -
Nonlinear Spectral Analysis: A Local Gaussian Approach
Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (Peer reviewed; Journal article, 2020)The spectral distribution f(ω) of a stationary time series {Yt}t∈Z can be used to investigate whether or not periodic structures are present in {Yt}t∈Z , but f(ω) has some limitations due to its dependence on the autocovariances ...