STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE

DOI10.1111/1467-9892.00302zbMATH Open1118.60028OpenAlexW2008317998MaRDI QIDQ3440784FDOQ3440784

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

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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)

Cites Work

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

Cited In (2)

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

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