Towards a general theory for nonlinear locally stationary processes

DOI10.3150/17-BEJ1011zbMath1427.60057arXiv1704.02860MaRDI QIDQ1740517

Xianqiang Yang

Publication date: 30 April 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.02860

zbMATH Keywords

non-stationary processes; locally stationary processes; derivative processes

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

60J25: Continuous-time Markov processes on general state spaces