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

DOI10.1016/S0167-7152(98)00278-8MaRDI QIDQ1962235zbMATH OpenFDO

Authors Olivier Perrin, R. Senoussi

Publication date 2 July 2000

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

zbMATH Keywords

stationary processcorrelation functiontime transformationsecond order process

Mathematics Subject Classification ID

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

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Cited in

(17)

• On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations
• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• 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
• 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
• 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
• scientific article; zbMATH DE number 27194 (Why is no real title available?)
• On a time deformation reducing nonstationary stochastic processes to local stationarity

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