Abstract
The estimation of the time-dependent parameters of non-stationary time-series models is considered. The method described hero is a frequency domain approach and the concepts of evolutionary spectral analysis are used to obtain the criterion function. The method is numerically illustrated.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.