A nonparametric regression cross spectrum for multivariate time series

Kurzanzeige
dc.contributor.authorBeran, Jan
dc.contributor.authorHeiler, Mark A.deu
dc.date.accessioned2014-04-22T08:01:40Zdeu
dc.date.available2014-04-22T08:01:40Zdeu
dc.date.issued2008
dc.description.abstractWe 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.eng
dc.description.versionpublished
dc.identifier.citationJournal of Multivariate Analysis ; 99 (2008), 4. - S. 684-714deu
dc.identifier.doi10.1016/j.jmva.2007.03.006deu
dc.identifier.urihttp://kops.uni-konstanz.de/handle/123456789/27582
dc.language.isoengdeu
dc.legacy.dateIssued2014-04-22deu
dc.rightsterms-of-usedeu
dc.rights.urihttps://rightsstatements.org/page/InC/1.0/deu
dc.subject.ddc510deu
dc.titleA nonparametric regression cross spectrum for multivariate time serieseng
dc.typeJOURNAL_ARTICLEdeu
dspace.entity.typePublication
kops.citation.bibtex
@article{Beran2008nonpa-27582,
  year={2008},
  doi={10.1016/j.jmva.2007.03.006},
  title={A nonparametric regression cross spectrum for multivariate time series},
  number={4},
  volume={99},
  issn={0047-259X},
  journal={Journal of Multivariate Analysis},
  pages={684--714},
  author={Beran, Jan and Heiler, Mark A.}
}
kops.citation.iso690BERAN, Jan, Mark A. HEILER, 2008. A nonparametric regression cross spectrum for multivariate time series. In: Journal of Multivariate Analysis. 2008, 99(4), pp. 684-714. ISSN 0047-259X. eISSN 1095-7243. Available under: doi: 10.1016/j.jmva.2007.03.006deu
kops.citation.iso690BERAN, Jan, Mark A. HEILER, 2008. A nonparametric regression cross spectrum for multivariate time series. In: Journal of Multivariate Analysis. 2008, 99(4), pp. 684-714. ISSN 0047-259X. eISSN 1095-7243. Available under: doi: 10.1016/j.jmva.2007.03.006eng
kops.citation.rdf
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/27582">
    <dc:creator>Heiler, Mark A.</dc:creator>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/27582"/>
    <dc:contributor>Beran, Jan</dc:contributor>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2014-04-22T08:01:40Z</dc:date>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <dcterms:issued>2008</dcterms:issued>
    <dcterms:bibliographicCitation>Journal of Multivariate Analysis ; 99 (2008), 4. - S. 684-714</dcterms:bibliographicCitation>
    <dc:rights>terms-of-use</dc:rights>
    <dcterms:title>A nonparametric regression cross spectrum for multivariate time series</dcterms:title>
    <dc:creator>Beran, Jan</dc:creator>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2014-04-22T08:01:40Z</dcterms:available>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <dc:language>eng</dc:language>
    <dcterms:abstract xml:lang="eng">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.</dcterms:abstract>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dc:contributor>Heiler, Mark A.</dc:contributor>
  </rdf:Description>
</rdf:RDF>
kops.flag.knbibliographytrue
kops.identifier.nbnurn:nbn:de:bsz:352-275825deu
kops.sourcefieldJournal of Multivariate Analysis. 2008, <b>99</b>(4), pp. 684-714. ISSN 0047-259X. eISSN 1095-7243. Available under: doi: 10.1016/j.jmva.2007.03.006deu
kops.sourcefield.plainJournal of Multivariate Analysis. 2008, 99(4), pp. 684-714. ISSN 0047-259X. eISSN 1095-7243. Available under: doi: 10.1016/j.jmva.2007.03.006deu
kops.sourcefield.plainJournal of Multivariate Analysis. 2008, 99(4), pp. 684-714. ISSN 0047-259X. eISSN 1095-7243. Available under: doi: 10.1016/j.jmva.2007.03.006eng
kops.submitter.emailchristoph.petzmann@uni-konstanz.dedeu
relation.isAuthorOfPublicationf12cc3c7-b6c5-44ca-be88-15c4dae5b621
relation.isAuthorOfPublication.latestForDiscoveryf12cc3c7-b6c5-44ca-be88-15c4dae5b621
source.bibliographicInfo.fromPage684
source.bibliographicInfo.issue4
source.bibliographicInfo.toPage714
source.bibliographicInfo.volume99
source.identifier.eissn1095-7243deu
source.identifier.issn0047-259X
source.periodicalTitleJournal of Multivariate Analysis

Dateien

Lizenzbündel

Gerade angezeigt 1 - 1 von 1
Vorschaubild nicht verfügbar
Name:
license.txt
Größe:
1.92 KB
Format:
Plain Text
Beschreibung:
license.txt
license.txtGröße: 1.92 KBDownloads: 0

Sammlungen

Mathematik und Statistik: Publikationen