Nonstationary Data Analysis by Time Deformation

DOI10.1081/STA-200045869zbMath1062.62211OpenAlexW1987232569MaRDI QIDQ4678803

Wayne A. Woodward, Henry L. Gray, Chu-Ping C. Vijverberg

Publication date: 23 May 2005

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

Full work available at URL: https://doi.org/10.1081/sta-200045869

zbMATH Keywords

nonstationarytime deformationEuler processesM-stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35)

Related Items (7)

A Study of Mexican Free-Tailed Bat Chirp Syllables: Bayesian Functional Mixed Models for Nonstationary Acoustic Time Series ⋮ Time changes and stationarity issues for extended scalar autoregressive models ⋮ Using time deformation to filter nonstationary time series with multiple time-frequency structures ⋮ The application of the Kalman filter to nonstationary time series through time deformation ⋮ Time-frequency analysis -- \(G(\lambda)\)-stationary processes ⋮ G-filtering nonstationary time series ⋮ Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies

Cites Work

• Unnamed Item
• Spectral density estimation from random sampling for multiplicative stationary processes
• Time-frequency analysis -- \(G(\lambda)\)-stationary processes
• Semigroup stationary processes and spectral representation
• ON A CLASS OF NONSTATIONARY PROCESSES

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