Detecting Common Signals in Multiple Time

نویسنده

  • David S. Stoffer
چکیده

The concept of the spectral envelope was recently introduced as a statistical basis for the frequency domain analysis and scaling of qualitative-valued time series. In this article we use the spectral envelope along with the notion of random frequency eeects for the detection of common signals in many time series.

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تاریخ انتشار 1998