ON A CLASS OF NONSTATIONARY PROCESSES

DOI10.1111/J.1467-9892.1988.TB00460.XMaRDI QIDQ3784922zbMATH OpenOpenAlexFDO

Authors Henry L. Gray, Nien Fan Zhang

Publication date 1988

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1988.tb00460.x

zbMATH Keywords

additive binary operationergodic theoremsEuler processmultiplicative binary operationmultiplicative stationary processes

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

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Cites work

• Group representations and applied probability
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)

Cited in

(23)

• Time-frequency analysis -- \(G(\lambda)\)-stationary processes
• Semigroup stationary processes and spectral representation
• The SLEX model of a non-stationary random process
• Using time deformation to filter nonstationary time series with multiple time-frequency structures
• Nonprobabilistic analogs of the Cauchy process
• Analytic nonstationary processes
• Characterization of discrete scale invariant Markov sequences
• The application of the Kalman filter to nonstationary time series through time deformation
• scientific article; zbMATH DE number 4203365 (Why is no real title available?)
• On some nonstationary, nonlinear random processes and their stationary approximations
• Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies
• On Linear Operations on Stationary and Non Stationary Random Processes
• scientific article; zbMATH DE number 1455597 (Why is no real title available?)
• scientific article; zbMATH DE number 2163486 (Why is no real title available?)
• Nonstationary Data Analysis by Time Deformation
• scientific article; zbMATH DE number 2195318 (Why is no real title available?)
• An approach to the nonstationary process analysis
• On some classes of nonstationary parametric processes
• Covariance analysis and associated spectra for classes of nonstationary processes
• Spectral density estimation from random sampling for multiplicative stationary processes
• Time changes and stationarity issues for extended scalar autoregressive models
• G-filtering nonstationary time series
• Multiplicative processes reaching stationarity in finite time

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