On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861)
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scientific article; zbMATH DE number 5120079
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| default for all languages | No label defined |
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| English | On some nonstationary, nonlinear random processes and their stationary approximations |
scientific article; zbMATH DE number 5120079 |
Statements
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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0.8205058574676514
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0.8115635514259338
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0.7726801037788391
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0.768458366394043
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