کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146944 957539 2008 31 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A nonparametric regression cross spectrum for multivariate time series
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
A nonparametric regression cross spectrum for multivariate time series
چکیده انگلیسی

We consider dependence structures in multivariate time series that are characterized by deterministic trends. Results from spectral analysis for stationary processes are extended to deterministic trend functions. A regression cross covariance and spectrum are defined. Estimation of these quantities is based on wavelet thresholding. The method is illustrated by a simulated example and a three-dimensional time series consisting of ECG, blood pressure and cardiac stroke volume measurements.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 99, Issue 4, April 2008, Pages 684-714