Disorder indicator for nonstationary stochastic processes

DOI10.1134/S1064562419010174zbMath1419.62237OpenAlexW4232128068MaRDI QIDQ2424388

Yu. N. Orlov, A. A. Kislitsyn, A. B. Kozlova, M. B. Korsakova

Publication date: 24 June 2019

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562419010174

zbMATH Keywords

time seriesnonstationary stochastic processesdisorder indicator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Моделирование графов ближайших соседей для оценки вероятности независимости выборочных данных;Modeling of nearest neighbor graphs to estimate the probability of independence of data

Cites Work

• Feynman formulas as a method of averaging random Hamiltonians
• Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
• The Fourier transform in biomedical engineering. Dedicated to the memory of Richard H. T. Bates. With contributions from Jason H. T. Bates, G. Bruce Pike and Patrice Munger
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