On a time deformation reducing nonstationary stochastic processes to local stationarity
DOI10.1239/JAP/1077134681zbMATH Open1049.62098OpenAlexW2135537060MaRDI QIDQ4819451FDOQ4819451
Authors: Marc G. Genton, Olivier Perrin 
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1be063307a04cf0639f2b27ca7ab84828f7c4552
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Cites Work
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- Stationary covariances associated with exponentially convex functions
- Reducing non-stationary stochastic processes to stationarity by a time deformation
- Sojourns and extremes of Gaussian processes
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- A matching theorem for locally stationary random processes
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Cited In (17)
- Locally stationary harmonizable complex improper stochastic processes
- Locally stationary stochastic processes and Weyl symbols of positive operators
- Integral representations, extension theorems and walks through dimensions under radial exponential convexity
- On the sample mean of locally stationary long-memory processes
- On the non-reducibility of non-stationary correlation functions to stationary ones under a class of mean-operator transformations
- Inference for time-varying signals using locally stationary processes
- Stationary and multi-self-similar random fields with stochastic volatility
- Flexible nonstationary spatiotemporal modeling of high-frequency monitoring data
- Self-Similarity and Lamperti Transformation for Random Fields
- Time changes and stationarity issues for extended scalar autoregressive models
- Rudin's extension theorems and exponential convexity for matrix- and function-valued positive semidefinite functions
- Estimation for the function of a time deformation in the model of the stationary reduction
- Notes on spherical bifractional Brownian motion
- Reduction problems and deformation approaches to nonstationary covariance functions over spheres
- A generalized ARFIMA model with smooth transition fractional integration parameter
- Reducing non-stationary stochastic processes to stationarity by a time deformation
- An efficient estimator for locally stationary Gaussian long-memory processes
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