Reducing non-stationary stochastic processes to stationarity by a time deformation

DOI10.1016/S0167-7152(98)00278-8zbMATH Open0968.60030MaRDI QIDQ1962235FDOQ1962235

Authors: Olivier Perrin, R. Senoussi 

Publication date: 2 July 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Recommendations

• On a time deformation reducing nonstationary stochastic processes to local stationarity
• Estimation for the function of a time deformation in the model of the stationary reduction
• Time-frequency analysis -- \(G(\lambda)\)-stationary processes
• Reducing non-stationary random fields to stationarity and isotropy using a space deformation
• The application of the Kalman filter to nonstationary time series through time deformation

zbMATH Keywords

stationary processcorrelation functiontime transformationsecond order process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (17)

• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations
• Reducing non-stationary random fields to stationarity and isotropy using a space deformation
• High resolution simulation of nonstationary Gaussian random fields
• Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes
• Point pattern analysis of spatial deformation and blurring effects on exceedances
• Self-Similarity and Lamperti Transformation for Random Fields
• Riesz-based orientation of localizable Gaussian fields
• Time changes and stationarity issues for extended scalar autoregressive models
• Spectral density estimation from random sampling for multiplicative stationary processes
• G-filtering nonstationary time series
• Estimation for the function of a time deformation in the model of the stationary reduction
• Quadratic variation for Gaussian processes and application to time deformation
• Reduction problems and deformation approaches to nonstationary covariance functions over spheres
• Estimating deformations of stationary processes
• Title not available (Why is that?)
• On a time deformation reducing nonstationary stochastic processes to local stationarity

This page was built for publication: Reducing non-stationary stochastic processes to stationarity by a time deformation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962235)