𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation of the Intensity of Stationary Flat Processes

✍ Scribed by Katja Schladitz


Book ID
125064820
Publisher
Applied Probability Trust
Year
1996
Tongue
English
Weight
195 KB
Volume
28
Category
Article
ISSN
0001-8678

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Estimation and Forecasting of Locally St
✍ Wilfredo Palma; Ricardo Olea; Guillermo Ferreira πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 933 KB

## ABSTRACT This paper develops a state space framework for the statistical analysis of a class of locally stationary processes. The proposed Kalman filter approach provides a numerically efficient methodology for estimating and predicting locally stationary models and allows for the handling of mi