Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies

DOI10.1080/03610920600853167zbMath1105.62084OpenAlexW2037587809MaRDI QIDQ3424242

Henry L. Gray, Wayne A. Woodward, Eun-Ha Choi

Publication date: 15 February 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600853167

zbMATH Keywords

time deformationnon-stationary\(M\)-stationarycontinuous and discrete Euler \((p, q)\) processesorigin offset

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items

The application of the Kalman filter to nonstationary time series through time deformation

Cites Work

• Unnamed Item
• Unnamed Item
• Time-frequency analysis -- \(G(\lambda)\)-stationary processes
• ON A CLASS OF NONSTATIONARY PROCESSES
• On a measure of lack of fit in time series models
• Nonstationary Data Analysis by Time Deformation
• Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots Data
• A new look at the statistical model identification