Time-frequency analysis -- \(G(\lambda)\)-stationary processes

DOI10.1016/J.CSDA.2005.12.011zbMath1157.62501OpenAlexW108052018MaRDI QIDQ1010547

Henry L. Gray, Wayne A. Woodward, Huiping Jiang

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.12.011

zbMATH Keywords

Box-Cox transformationtime deformationtime-varying frequencyWigner-Ville

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Related Items (8)

A Study of Mexican Free-Tailed Bat Chirp Syllables: Bayesian Functional Mixed Models for Nonstationary Acoustic Time Series ⋮ Time changes and stationarity issues for extended scalar autoregressive models ⋮ Using time deformation to filter nonstationary time series with multiple time-frequency structures ⋮ Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients ⋮ Nonstationary Data Analysis by Time Deformation ⋮ The generalized linear chirp process ⋮ G-filtering nonstationary time series ⋮ Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies

Cites Work

• ON A CLASS OF NONSTATIONARY PROCESSES
• Ideal spatial adaptation by wavelet shrinkage
• Nonstationary Data Analysis by Time Deformation
• Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots Data
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