A novel approach for nonstationary time series analysis with time-invariant correlation coefficient

DOI10.1155/2014/148432zbMath1407.62321OpenAlexW2013168918WikidataQ59063223 ScholiaQ59063223MaRDI QIDQ1717758

Yongbo Zhang, Huimin Fu, Chengrui Liu, Zhi Hua Wang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/148432

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• FinTS

Cites Work

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• Optimal modeling and filtering of stochastic time series for geoscience applications
• Testing for covariance stationarity in stock market data
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Analysis of Financial Time Series

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