On a time deformation reducing nonstationary stochastic processes to local stationarity
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Cites work
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- 10.1162/15324430260185646
- A matching theorem for locally stationary random processes
- Adaptive covariance estimation of locally stationary processes
- An introduction to support vector machines and other kernel-based learning methods.
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Cited in
(17)- Locally stationary harmonizable complex improper stochastic processes
- Locally stationary stochastic processes and Weyl symbols of positive operators
- 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
- Integral representations, extension theorems and walks through dimensions under radial exponential convexity
- 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
- Estimation for the function of a time deformation in the model of the stationary reduction
- Rudin's extension theorems and exponential convexity for matrix- and function-valued positive semidefinite functions
- 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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