scientific article; zbMATH DE number 3357845
From MaRDI portal
Publication:5631967
zbMath0225.62109MaRDI QIDQ5631967
Publication date: 1970
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (34)
Inference for time-varying signals using locally stationary processes ⋮ Composite modeling of nonstationary signals ⋮ Fitting time series models to nonstationary processes ⋮ Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes ⋮ Time-varying weighted optimal empirical mode decomposition using multiple sets of basis functions ⋮ Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series ⋮ A new look at the statistical identification of nonstationary systems ⋮ A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series ⋮ Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity ⋮ Functional Estimation and Change Detection for Nonstationary Time Series ⋮ A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution ⋮ Graphical models for nonstationary time series ⋮ Generalized Savitzky-Golay filters for identification of nonstationary systems ⋮ Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach ⋮ Stabilization of Subba Rao-Liporace models. ⋮ Parametric spectral analysis of nonstationary fluctuations of excitatory synaptic currents ⋮ Semiparametric model building for regression models with time-varying parameters ⋮ Stabilization of smoothness priors time-varying autoregressive models ⋮ A high performance architecture for computing the time-frequency spectrum ⋮ Inference of time-varying regression models ⋮ An approach to the nonstationary process analysis ⋮ A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO‐TEMPORAL STATIONARY RANDOM PROCESSES ⋮ An approach to the nonstationary process analysis ⋮ On some classes of nonstationary parametric processes ⋮ Nonparametric factor analysis of residual time series ⋮ Predictive, finite-sample model choice for time series under stationarity and non-stationarity ⋮ On parameter estimation for locally stationary long-memory processes ⋮ A new approach to the problem of estimating spectral parameters of non- stationary time series models ⋮ Flexible Bayesian dynamic modeling of correlation and covariance matrices ⋮ Data-Adaptive Estimation of Time-Varying Spectral Densities ⋮ Estimation and tracking of complex-valued quasi-periodically varying systems ⋮ A class of autoregressive models for predicting the final claims amount ⋮ A test for second order stationarity of a multivariate time series ⋮ On recursive estimation for time varying autoregressive processes
This page was built for publication: