Measuring deviations from stationarity

DOI10.1016/0304-4149(80)90018-6zbMath0436.60032OpenAlexW2094355682MaRDI QIDQ1140919

Dag Tjøstheim

Publication date: 1980

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(80)90018-6

zbMATH Keywords

oscillatory processesHamiltonian equation of motionamplitude and order of nonstationaritycharacteristic time of evolutiondeviation from stationarityinnovations stable processesprocesses of normal type

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) General theory of stochastic processes (60G07)

Related Items (1)

AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE

Cites Work

• The shift operator for non-stationary stochastic processes
• On consistency in time series analysis
• Some properties and examples of random processes that are almost wide sense stationary
• On the linear prediction problem of certain non-stationary stochastic processes.
• Spectral generating operators for non-stationary processes
• On random processes that are almost strict sense stationary
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Measuring deviations from stationarity