TY  - RPRT
AU  - Bujosa Brun, Marcos
AU  - Bujosa Brun, Andrés
AU  - García Ferrer, Antonio
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41468
AB  - Although spectral analysis of stationary stochastic processes has solid mathematical foundations, this is not always so for some non-stationary cases. Here, we establish a rigorous mathematical extension of the classic Fourier spectrum to the case in...
LA  - eng
A3  - Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Spectral analysis
KW  - time series
KW  - non-stationarity
KW  - frequency domain
KW  - pseudo-covariance function
KW  - linear stochastic difference equations
KW  - Rigged Hilbert space
KW  - partial inner product
KW  - Extended Fourier Transform.
TI  - Mathematical framework for pseudo-spectra of linear stochastic difference equations
TY  - technical report
VL  - 2013
ER  -