[HTML][HTML] Spectral dependence

H Ombao, M Pinto - Econometrics and Statistics, 2022 - Elsevier
A general framework for modeling dependence in multivariate time series is presented. Its
fundamental approach relies on decomposing each signal inside a system into various …

[PDF][PDF] Spectral Dependence

H Ombao, M Pinto - arXiv preprint arXiv:2103.17240, 2021 - academia.edu
This paper presents a general framework for modeling dependence in multivariate time
series. Its fundamental approach relies on decomposing each signal in a system into various …

[PDF][PDF] Spectral dependence

H Ombao, MA Pinto-Orellana - 2022 - oda.oslomet.no
abstract A general framework for modeling dependence in multivariate time series is
presented. Its fundamental approach relies on decomposing each signal inside a system …

Spectral Dependence

H Ombao, M Pinto - 2022 - repository.kaust.edu.sa
A general framework for modeling dependence in multivariate time series is presented. Its
fundamental approach relies on decomposing each signal inside a system into various …

Spectral Dependence

H Ombao, M Pinto - arXiv preprint arXiv:2103.17240, 2021 - arxiv.org
This paper presents a general framework for modeling dependence in multivariate time
series. Its fundamental approach relies on decomposing each signal in a system into various …

Spectral Dependence

H Ombao, M Pinto - arXiv e-prints, 2021 - ui.adsabs.harvard.edu
This paper presents a general framework for modeling dependence in multivariate time
series. Its fundamental approach relies on decomposing each signal in a system into various …

[PDF][PDF] Spectral Dependence

H Ombao, M Pinto - 2021 - repository.kaust.edu.sa
This paper presents a general framework for modeling dependence in multivariate time
series. Its fundamental approach relies on decomposing each signal in a system into various …