Measuring deviations from stationarity
type: Item
instance of: scholarly article
title: Measuring deviations from stationarity
zbMATH Open document ID: 0436.60032
DOI: 10.1016/0304-4149(80)90018-6
published in: Stochastic Processes and their Applications
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G07
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 3680847
zbMATH Keywords: deviation from stationarity
zbMATH Keywords: oscillatory processes
zbMATH Keywords: amplitude and order of nonstationarity
zbMATH Keywords: Hamiltonian equation of motion
zbMATH Keywords: innovations stable processes
zbMATH Keywords: characteristic time of evolution
zbMATH Keywords: processes of normal type
author: Dag Tjøstheim
MaRDI profile type: Publication
full work available at URL: 0304-4149(80)90018-6
OpenAlex ID: W2094355682
cites work: Q3278549
cites work: Q5663204
cites work: The shift operator for non-stationary stochastic processes
cites work: On the linear prediction problem of certain non-stationary stochastic processes.
cites work: Q5521155
cites work: Q5686842
cites work: On consistency in time series analysis
cites work: Q5531487
cites work: Q5785370
cites work: Some properties and examples of random processes that are almost wide sense stationary
cites work: On random processes that are almost strict sense stationary
cites work: Spectral generating operators for non-stationary processes
description: scientific article; zbMATH DE number 3680847