G-filtering nonstationary time series
DOI10.1155/2012/738636zbMATH Open1233.62169OpenAlexW2005506704WikidataQ58910984 ScholiaQ58910984MaRDI QIDQ764443FDOQ764443
Authors: Mengyuan Xu, Krista B. Cohlmia, Wayne A. Woodward, Henry L. Gray 
Publication date: 13 March 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/738636
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Cites Work
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- Estimating deformations of stationary processes
- Reducing non-stationary stochastic processes to stationarity by a time deformation
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- Applied time series analysis
- Semigroup stationary processes and spectral representation
- ON A CLASS OF NONSTATIONARY PROCESSES
- Time-frequency analysis -- \(G(\lambda)\)-stationary processes
- The application of the Kalman filter to nonstationary time series through time deformation
- Title not available (Why is that?)
- Nonstationary Data Analysis by Time Deformation
- The generalized linear chirp process
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