Time Scale Estimation by Tracking Parameter Variation

DOI10.1111/1467-9892.00183zbMath0958.62080OpenAlexW2095675522MaRDI QIDQ2703258

John Belcher, Granville Tunnicliffe Wilson

Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00183

zbMATH Keywords

ARMA modelshidden periodicitiestime wrappingvariable sampling rates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Geostatistics (86A32)

This page was built for publication: Time Scale Estimation by Tracking Parameter Variation