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Continuous-time locally stationary time series models - MaRDI portal

Continuous-time locally stationary time series models (Q6068849)

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scientific article; zbMATH DE number 7779238
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English
Continuous-time locally stationary time series models
scientific article; zbMATH DE number 7779238

    Statements

    title
    Continuous-time locally stationary time series models (English)
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    arXiv ID
    2104.13796
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    DOI
    10.1017/apr.2022.64
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    author
    Q6068848
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    Robert Stelzer
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    Bennet Ströh
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    publication date
    15 December 2023
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    Mathematics Subject Classification ID
    60G07
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    60G51
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    62M15
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    zbMATH DE Number
    7779238
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    zbMATH Keywords
    non-stationary processes
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    Lévy-driven state space models
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    CARMA processes
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    spectral density
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    Wigner-Ville spectrum
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    OpenAlex ID
    W3157726082
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    cites work
    The Peano-Baker series
    0 references
    Q5191310
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    Q5619754
    0 references
    Q3342406
    0 references
    Q3998992
    0 references
    Q4821311
    0 references
    Q4529788
    0 references
    Q3996430
    0 references
    Q4340096
    0 references
    Q3128877
    0 references
    Q5409097
    0 references
    Q3583033
    0 references
     
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