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15 June 2007 Time-frequency analysis of econometric time series
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Proceedings Volume 6601, Noise and Stochastics in Complex Systems and Finance; 660117 (2007)
Event: SPIE Fourth International Symposium on Fluctuations and Noise, 2007, Florence, Italy
We review the basic concepts of time-frequency analysis which are methods that indicate not only that which frequencies in a time series but also 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.
© (2007) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Sharif Corinaldi and Leon Cohen "Time-frequency analysis of econometric time series", Proc. SPIE 6601, Noise and Stochastics in Complex Systems and Finance, 660117 (15 June 2007);

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