Estimation of time varying linear systems

DOI10.1023/A:1009999208631MaRDI QIDQ5933680zbMATH OpenOpenAlexFDO

Authors Chang Chiann, Pedro A. Morettin

Publication date 14 August 2001

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009999208631

zbMATH Keywords

evolutionary spectrumkernel estimatorslocally stationary processessimulationstime varying linear systemswavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(19)

• Wavelet based time-varying vector autoregressive modelling
• Nonlinear wavelet estimation of time-varying autoregressive processes
• State estimation for linear time-varying observation systems
• Evolutionary transfer functions of bilinear processes with time-varying coefficients
• A test for stationarity based on empirical processes
• Testing semiparametric hypotheses in locally stationary processes
• Frequency domain tests of semiparametric hypotheses for locally stationary process
• Discriminating between long-range dependence and non-stationarity
• Estimation of linear positive systems with unknown time-varying delays
• scientific article; zbMATH DE number 492890 (Why is no real title available?)
• Transfer function models with time-varying coefficients
• Dynamic Estimation of Linear Systems Constrained by Bounds
• Time-domain estimation of time-varying linear systems
• AdaptSPEC: Adaptive spectral estimation for nonstationary time series
• Transfer functions in dynamic generalized linear models
• Correction Structures for Linear Weakly Time-Varying Systems
• Comparison of spectral and wavelet estimators of transfer function for linear systems.
• Time-varying spatio-temporal models by wavelets
• The ``switch-on problem for linear time-invariant operators

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