Transformation to approximate independence for locally stationary Gaussian processes
type: Item
instance of: scholarly article
title: Transformation to approximate independence for locally stationary Gaussian processes
zbMATH Open document ID: 1282.62194
author: Michael L. Stein
author: Joseph Guinness
published in: Journal of Time Series Analysis
publication date: 2014-02-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 6261473
zbMATH Keywords: locally stationary
zbMATH Keywords: periodogram
zbMATH Keywords: spectral analysis
MaRDI profile type: MaRDI publication profile
full work available at URL: jtsa.12034
OpenAlex ID: W1578191903
Wikidata QID: Q57425999
cites work: Time-Dependent Spectral Analysis of Nonstationary Time Series
cites work: On the Kullback-Leibler information divergence of locally stationary processes
cites work: Fitting time series models to nonstationary processes
cites work: A likelihood approximation for locally stationary processes
cites work: Structural Break Estimation for Nonstationary Time Series Models
cites work: Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
cites work: Q4360236
cites work: Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
cites work: Automatic Statistical Analysis of Bivariate Nonstationary Time Series
cites work: The SLEX model of a non-stationary random process
cites work: Q5521155
cites work: Q3323077
cites work: Local Spectral Analysis via a Bayesian Mixture of Smoothing Splines
cites work: Q5725155
DOI: 10.1111/JTSA.12034
Recommended article: Q3825853
Recommended article: Transformation of a Continuous Gaussian Process by Rarefying Its Innovation Process
Recommended article: Q3717920
Recommended article: A likelihood approximation for locally stationary processes
Recommended article: Gaussian approximation of local empirical processes indexed by functions
Recommended article: Local asymptotic mixed normality of transformed Gaussian models for random fields
Recommended article: Remarks on the Approximation of the Likelihood Function of a Stationary Gaussian Process
Recommended article: Conditions of local asymptotic normality for Gaussian stationary processes
description: scientific article; zbMATH DE number 6261473