Nonstationary Data Analysis by Time Deformation

DOI10.1081/STA-200045869zbMath1062.62211MaRDI QIDQ4678803

Wayne A. Woodward, Henry L. Gray, Chu-Ping C. Vijverberg

Publication date: 23 May 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200045869

zbMATH Keywords

nonstationary; time deformation; Euler processes; M-stationary processes

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62M15: Inference from stochastic processes and spectral analysis

62P35: Applications of statistics to physics

Related Items

A Study of Mexican Free-Tailed Bat Chirp Syllables: Bayesian Functional Mixed Models for Nonstationary Acoustic Time Series, Time changes and stationarity issues for extended scalar autoregressive models, G-filtering nonstationary time series, Time-frequency analysis -- \(G(\lambda)\)-stationary processes, Using time deformation to filter nonstationary time series with multiple time-frequency structures, The application of the Kalman filter to nonstationary time series through time deformation, Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies

Cites Work

• Spectral density estimation from random sampling for multiplicative stationary processes
• Time-frequency analysis -- \(G(\lambda)\)-stationary processes
• Semigroup stationary processes and spectral representation
• ON A CLASS OF NONSTATIONARY PROCESSES
• Unnamed Item