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

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