On some classes of nonstationary parametric processes

DOI10.1016/S0016-0032(00)00018-1zbMath0977.62099OpenAlexW2019235658WikidataQ127972585 ScholiaQ127972585MaRDI QIDQ5950723

Edward W. Kamen, James A. Sills

Publication date: 13 December 2001

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0016-0032(00)00018-1

zbMATH Keywords

model buildingspectral densityparametricARMAnonstationaryrationaltime-varying filter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Pulse nonstationary processes generated by dynamic systems with random structure ⋮ Inference for time-varying signals using locally stationary processes ⋮ On some classes of nonstationary parametric processes

Cites Work

• Spectral factorization of nonstationary moving average processes
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• Harmonic analysis of the de Rham complex on the sphere.
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• Time-frequency transfer function calculus (symbolic calculus) of linear time-varying systems (linear operators) based on a generalized underspread theory
• On some classes of nonstationary parametric processes
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