On Backshift-Operator polynomial transformations to stationarity for nonstationary time series and their aggregates

DOI10.1080/03610928508828897zbMath0573.62083OpenAlexW1968698487MaRDI QIDQ3690917

David F. Findley

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610928508828897

zbMATH Keywords

nonstationary processesARIMA modelsback-shift operator polynomialcontinuous spectral distributionsignal extraction formulatransformations to stationarityuniqueness of lowest degree polynomialwide-sense stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

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• Signal extraction error in nonstationary time series

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