Transformation to approximate independence for locally stationary Gaussian processes

DOI10.1111/jtsa.12034zbMath1282.62194OpenAlexW1578191903WikidataQ57425999 ScholiaQ57425999MaRDI QIDQ5397974

Michael L. Stein, Joseph Guinness

Publication date: 25 February 2014

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

Full work available at URL: https://doi.org/10.1111/jtsa.12034

zbMATH Keywords

spectral analysisperiodogramlocally stationary

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)

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