G-filtering nonstationary time series
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Publication:764443
DOI10.1155/2012/738636zbMath1233.62169OpenAlexW2005506704WikidataQ58910984 ScholiaQ58910984MaRDI QIDQ764443
Mengyuan Xu, Wayne A. Woodward, Krista B. Cohlmia, 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
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- The generalized linear chirp process
- Time-frequency analysis -- \(G(\lambda)\)-stationary processes
- Estimating deformations of stationary processes
- Semigroup stationary processes and spectral representation
- Reducing non-stationary stochastic processes to stationarity by a time deformation
- The application of the Kalman filter to nonstationary time series through time deformation
- ON A CLASS OF NONSTATIONARY PROCESSES
- Nonstationary Data Analysis by Time Deformation
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