On time-dependent linear transformations of non-stationary stochastic processes

DOI10.2307/3212582zbMath0276.60042OpenAlexW1977910571MaRDI QIDQ4403082

Howell Tong

Publication date: 1974

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212582

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Foundations of stochastic processes (60G05)

Related Items (5)

Nonlinear modeling and prediction by successive approximation using radial basis functions ⋮ Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals ⋮ The local partial autocorrelation function and some applications ⋮ A CUSUM test for detecting change in the transfer functions of open loop stochastic systems ⋮ Towards a nonparametric test of linearity for times series

This page was built for publication: On time-dependent linear transformations of non-stationary stochastic processes