On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861)

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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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