STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE

DOI10.1111/1467-9892.00302MaRDI QIDQ3440784zbMATHOpenAlexFDO

Authors Uri Keich

Publication date 29 May 2007

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00302

zbMATH Keywords

stationary approximationnon-stationary smooth Gaussian processstationary tangent process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

Recommendations

• A possible definition of a stationary tangent.
• On some nonstationary, nonlinear random processes and their stationary approximations
• Towards a general theory for nonlinear locally stationary processes
• scientific article; zbMATH DE number 4213139
• scientific article; zbMATH DE number 3947325

Cites work

• A possible definition of a stationary tangent.
• Adaptive covariance estimation of locally stationary processes
• Fitting time series models to nonstationary processes
• Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

Cited in

(2)

• Existence of smoothed stationary processes on an interval
• A possible definition of a stationary tangent.

This page was built for publication: STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3440784)