Continuous-time locally stationary time series models (Q6068849)

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scientific article; zbMATH DE number 7779238
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Continuous-time locally stationary time series models
scientific article; zbMATH DE number 7779238

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    Continuous-time locally stationary time series models (English)
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    15 December 2023
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    non-stationary processes
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    Lévy-driven state space models
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    CARMA processes
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    spectral density
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    Wigner-Ville spectrum
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