On time-dependent linear transformations of non-stationary stochastic processes

DOI10.2307/3212582MaRDI QIDQ4403082zbMATH OpenOpenAlexFDO

Authors Howell Tong

Publication date 1974

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212582

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Stationary stochastic processes (60G10)

Cited in

(5)

• Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals
• A CUSUM test for detecting change in the transfer functions of open loop stochastic systems
• Towards a nonparametric test of linearity for times series
• Nonlinear modeling and prediction by successive approximation using radial basis functions
• The local partial autocorrelation function and some applications

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