scientific article; zbMATH DE number 3233300

zbMATH Open0144.41001MaRDI QIDQ5521155FDOQ5521155

Authors: M. B. Priestley 

Publication date: 1965

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

zbMATH Keywords

statistics

Cited In (only showing first 100 items - show all)

• A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields
• A formal test for nonstationarity of spatial stochastic processes
• The Measurability of a Stochastic Process of Second Order and its Linear Space
• Frequency domain tests of semiparametric hypotheses for locally stationary process
• Bootstrap-based tests for deterministic time-varying coefficients in regression models
• Thick Pen Transformation for Time Series
• Estimating deterministically time-varying variances in regression models
• A likelihood approximation for locally stationary processes
• Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density
• A CUSUM test for detecting change in the transfer functions of open loop stochastic systems
• Forecasting non-stationary time series by wavelet process modelling
• Clustering nonstationary circadian rhythms using locally stationary wavelet representations
• Interpolation of nonstationary high frequency spatial-temporal temperature data
• Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
• Unscented Kalman filter for time varying spectral analysis of earthquake ground motions
• On infinite dimensional periodically correlated random fields: spectrum and evolutionary spectra
• A new approach to the problem of estimating spectral parameters of non- stationary time series models
• Multidimensional spectrum estimation for nonstationary processes
• Adaptive covariance estimation of locally stationary processes
• Locally stationary wavelet packet processes: basis selection and model fitting
• On the sample mean of locally stationary long-memory processes
• On the Kullback-Leibler information divergence of locally stationary processes
• Predictive inference for locally stationary time series with an application to climate data
• Inference on stochastic time-varying coefficient models
• Optimal stochastic discrete time-frequency analysis in the ambiguity and time-lag domain
• Adaptive spectral estimation for nonstationary multivariate time series
• On the errors-in-variables problem for time series
• Spectral Inference under Complex Temporal Dynamics
• Empirical spectral processes for locally stationary time series
• Transformation to approximate independence for locally stationary Gaussian processes
• Walsh Fourier transform of locally stationary time series
• Inference of the trend in a partially linear model with locally stationary regressors
• Time-frequency clustering and discriminant analysis.
• Non-stationary structural model with time-varying demand elasticities
• Comparison of non-stationary time series in the frequency domain
• A spectral domain test for stationarity of spatio-temporal data
• A test for stationarity based on empirical processes
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Measuring deviations from stationarity
• A frequency domain test for detecting nonstationary time series
• On local power properties of frequency domain-based tests for stationarity
• Predictive, finite-sample model choice for time series under stationarity and non-stationarity
• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
• Structural responses to non-uniformly modulated evolutionary random seismic excitations
• Practical powerful wavelet packet tests for second-order stationarity
• The spectral dynamics and its applications in EEG
• Multiscale spectral analysis for detecting short and long range change points in time series
• Local inference for locally stationary time series based on the empirical spectral measure
• On computational stochastic structural dynamics applying finite elements
• Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
• The local partial autocorrelation function and some applications
• An approach to the nonstationary process analysis
• Semiparametric model building for regression models with time-varying parameters
• On some nonstationary, nonlinear random processes and their stationary approximations
• Estimating deformations of stationary processes
• The Fourier decomposition method for nonlinear and non-stationary time series analysis
• Prediction of weakly locally stationary processes by auto-regression
• Wavelets-based clustering of multivariate time series
• Editorial: Special issue on time series analysis in the biological sciences
• An efficient estimator for locally stationary Gaussian long-memory processes
• Random waves in water of variable depth
• Frequency-domain approach to the regulation of linear stochastic systems
• Local time and related sample paths of filtered white noises
• Testing temporal constancy of the spectral structure of a time series
• Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
• Locally adaptive estimation of evolutionary wavelet spectra
• Identification of filtered white noises
• On a time deformation reducing nonstationary stochastic processes to local stationarity
• Fitting time series models to nonstationary processes
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• AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
• Minimal model of diffusion with time changing Hurst exponent
• Statistical analysis of financial time series under the assumption of local stationarity
• On some classes of nonstationary parametric processes
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES
• Graphical models for nonstationary time series
• Choosing between persistent and stationary volatility
• Time-dependent dual-frequency coherence in multivariate non-stationary time series
• A Characterization of Oscillatory Processes and their Prediction
• A bootstrap functional central limit theorem for time-varying linear processes
• Minimum distance estimation of locally stationary moving average processes
• Data-Adaptive Estimation of Time-Varying Spectral Densities
• Time-varying instrumental variable estimation
• Harmonizable nonstationary processes
• Inference for time-varying signals using locally stationary processes
• Bootstrap-assisted unit root testing with piecewise locally stationary errors
• Bootstrapping regression models with locally stationary disturbances
• Sir Clive Granger's contributions to nonlinear time series and econometrics
• Structural clustering of volatility regimes for dynamic trading strategies
• Probabilistic models and simulation methods for seismic ground acceleration
• Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
• Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals
• A test for weak stationarity in the spectral domain
• Testing semiparametric hypotheses in locally stationary processes
• Change-point analysis of time series with evolutionary spectra
• Reducing storage of global wind ensembles with stochastic generators
• A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
• Asymptotic properties of mildly explosive processes with locally stationary disturbance
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
• Non-stationary stochastic modulation function definition based on process energy release

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