Costationarity of Locally Stationary Time Series

DOI10.2202/1941-1928.1074zbMath1266.91064OpenAlexW1987308187MaRDI QIDQ4928525

Alessandro Cardinali, Guy P. Nason

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1941-1928.1074

zbMATH Keywords

wind energyasset allocationlocally stationary time seriescostationarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Portfolio theory (91G10)

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Uses Software

• wavethresh
• haarfisz

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