Continuous-time locally stationary time series models (Q6068849)

From MaRDI portal
scientific article; zbMATH DE number 7779238
Language Label Description Also known as
English
Continuous-time locally stationary time series models
scientific article; zbMATH DE number 7779238

    Statements

    Continuous-time locally stationary time series models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    15 December 2023
    0 references
    0 references
    0 references
    0 references
    0 references
    non-stationary processes
    0 references
    Lévy-driven state space models
    0 references
    CARMA processes
    0 references
    spectral density
    0 references
    Wigner-Ville spectrum
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references