On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some nonstationary, nonlinear random processes and their stationary approximations |
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On some nonstationary, nonlinear random processes and their stationary approximations (English)
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31 January 2007
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derivative process
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local stationarity
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nonlinearity
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nonstationarity
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state space model
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time-varying GARCH process
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