Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors (Q5743259)
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scientific article; zbMATH DE number 7052805
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| English | Non-parametric and adaptive modelling of dynamic periodicity and trend with heteroscedastic and dependent errors |
scientific article; zbMATH DE number 7052805 |
Statements
Non-Parametric and Adaptive Modelling of Dynamic Periodicity and Trend with Heteroscedastic and Dependent Errors (English)
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9 May 2019
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autoregressive moving average errors
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continuous time autoregressive moving average processes
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cycles
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instantaneous frequency
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non-stationary processes
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periodic functions
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synchro-squeezing transform
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time-frequency analysis
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0.7247036695480347
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0.7025786638259888
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0.7023054957389832
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0.7014386653900146
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