✦ LIBER ✦

Locally stationary random processes

✍ Scribed by Silverman, R.

Book ID: 114632739
Publisher: IEEE
Year: 1957
Tongue: English
Weight: 694 KB
Volume: 3
Category: Article
ISSN: 0018-9448
DOI: 10.1109/tit.1957.1057413

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## 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