Non-Parametric and Adaptive Modelling of Dynamic Periodicity and Trend with Heteroscedastic and Dependent Errors (Q5743259)
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scientific article; zbMATH DE number 7052805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Parametric and Adaptive Modelling of Dynamic Periodicity and Trend with Heteroscedastic and Dependent Errors |
scientific article; zbMATH DE number 7052805 |
Statements
Non-Parametric and Adaptive Modelling of Dynamic Periodicity and Trend with Heteroscedastic and Dependent Errors (English)
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9 May 2019
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autoregressive moving average errors
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continuous time autoregressive moving average processes
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cycles
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instantaneous frequency
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non-stationary processes
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periodic functions
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synchro-squeezing transform
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time-frequency analysis
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