The application of the Kalman filter to nonstationary time series through time deformation (Q3077663): Difference between revisions
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| Property / cites work: Q4280421 / rank | |||
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| Property / cites work: Euler(<i>p</i>, <i>q</i>) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies / rank | |||
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| Property / cites work: Q2760417 / rank | |||
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| Property / cites work: ON A CLASS OF NONSTATIONARY PROCESSES / rank | |||
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| Property / cites work: Nonstationary Data Analysis by Time Deformation / rank | |||
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| Property / cites work: Q3940701 / rank | |||
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| Property / cites work: Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots Data / rank | |||
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Revision as of 18:59, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The application of the Kalman filter to nonstationary time series through time deformation |
scientific article |
Statements
The application of the Kalman filter to nonstationary time series through time deformation (English)
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22 February 2011
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time-varying frequencies: time transformation
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state space
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