An approach to the nonstationary process analysis (Q5916453)
From MaRDI portal
scientific article; zbMATH DE number 4117706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approach to the nonstationary process analysis |
scientific article; zbMATH DE number 4117706 |
Statements
An approach to the nonstationary process analysis (English)
0 references
1987
0 references
spectral density estimation
0 references
nonstationary time series model
0 references
nonstationary process
0 references
autoregressive model
0 references
constraint on the autoregressive coefficients
0 references
change of spectrum
0 references
hyper-parameter
0 references
minimum ABIC
0 references
Akaike Bayesian Information Criterion
0 references
Numerical examples
0 references
0 references
