On some classes of nonstationary parametric processes

DOI10.1016/S0016-0032(00)00018-1MaRDI QIDQ5950723zbMATH OpenOpenAlexWikidataFDO

Authors J. A. Sills, E. W. Kamen

Publication date 13 December 2001

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0016-0032(00)00018-1

zbMATH Keywords

ARMAmodel buildingnonstationaryparametricrationalspectral densitytime-varying filter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Stochastic systems in control theory (general) (93E03)

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Cites work

• Current developments in time series modelling
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Cited in

(8)

• Inference for time-varying signals using locally stationary processes
• Pulse nonstationary processes generated by dynamic systems with random structure
• Lattice filter parameterization and modeling of nonstationary processes
• Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies
• scientific article; zbMATH DE number 2163486 (Why is no real title available?)
• On parameterization of higher-order processes
• An approach to the nonstationary process analysis
• On some classes of nonstationary parametric processes

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