scientific article; zbMATH DE number 1885965

zbMATH Open1039.62086MaRDI QIDQ4798548FDOQ4798548

Authors:

Publication date: 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

locally stationary processesclassification criteriontime varying spectral densitydaily returnminimum explosionnatural earthquake

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Applications of statistics (62P99)

Cited In (7)

• Empirical process theory for locally stationary processes
• Statistical analysis of financial time series under the assumption of local stationarity
• A likelihood approximation for locally stationary processes
• CLUSTER ANALYSIS FOR NON-GAUSSIAN LOCALLY STATIONARY PROCESSES
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• Prediction of weakly locally stationary processes by auto-regression
• Detection of locally stationary segments in time series

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