Measuring deviations from stationarity
Various parameters for measuring the deviation from stationarity for processes belonging to two classes of nonstationarity processes are proposed. Several new results for the two types of processes are obtained. Points of contact are established with the class of oscillatory processes and with the Hamiltonian equation of motion in quantum mechanics. The relation to processes of normal type and to innovations stable processes is also discussed.
Year of publication: |
1980
|
---|---|
Authors: | Tjøstheim, Dag |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 10.1980, 2, p. 145-160
|
Publisher: |
Elsevier |
Keywords: | u.b.l.s. and s.u.b.l.s. processes amplitude and order of nonstationary Hamiltonian equation of motion innovations stable processes oscillatory processes characteristic time of evolution processes of normal type |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Nonparametric Regression Estimation for Multivariate Null Recurrent Processes
Cai, Biqing, (2015)
-
Log-linear Poisson autoregression
Fokianos, Konstantinos, (2011)
-
Estimation in nonlinear time series models
Tjøstheim, Dag, (1986)
- More ...