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In this paper, we propose an estimator of the Wold-Crameacuter evolutionary spectra of uniformly modulated processes that has both good time and frequency resolution. Our approach is to estimate the modulating function using an estimator with good time resolution. Dividing the data by this estimate yields an approximately stationary sequence. We then estimate the spectral density function (SDF) of...
The evolutionary spectrum (ES) is a time-dependent analogue of the spectrum of a stationary process. Existing estimators of the ES suffer from bias problems in the boundary region of the time-frequency domain, due to windowing effects. We propose a new estimator of the ES of a uniformly modulated process which mitigates these problems. Our estimator is based on an extrapolation of the ES in time,...
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