Continuous-time locally stationary time series models (Q6068849)
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scientific article; zbMATH DE number 7779238
Language | Label | Description | Also known as |
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English | Continuous-time locally stationary time series models |
scientific article; zbMATH DE number 7779238 |
Statements
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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