Adaptive methods for modelling, estimating and forecasting locally stationary processes
In time series analysis, most of the models are based on the assumption of covariance stationarity. However, many time series in the applied sciences show a time-varying second-order structure. That is, variance and covariance, or equivalently the spectral structure, are likely to change over time....
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| Format: | Others |
| Language: | en |
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Universite catholique de Louvain
2003
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| Online Access: | http://edoc.bib.ucl.ac.be:81/ETD-db/collection/available/BelnUcetd-12102003-125105/ |