The application of the Kalman filter to nonstationary time series through time deformation.
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- Journal of Time Series Analysis, 2009, v. 30, n. 5, p. 559, doi. 10.1111/j.1467-9892.2009.00628.x
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- Publication type:
- Article
Works matching AU Gray, Henry L.
Results: 8
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2
ON GENERALIZED FRACTIONAL PROCESSES - A CORRECTION.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 561, doi. 10.1111/j.1467-9892.1994.tb00211.x
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- Article
3
ON GENERALIZED FRACTIONAL PROCESSES.
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- Journal of Time Series Analysis, 1989, v. 10, n. 3, p. 233, doi. 10.1111/j.1467-9892.1989.tb00026.x
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- Article
4
Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures.
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- Journal of Probability & Statistics, 2013, p. 1, doi. 10.1155/2013/569597
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- Article
5
G-Filtering Nonstationary Time Series.
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- Journal of Probability & Statistics, 2012, p. 1, doi. 10.1155/2012/738636
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- Article
6
Nonstationary Data Analysis by Time Deformation.
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- Communications in Statistics: Theory & Methods, 2005, v. 34, n. 1, p. 163, doi. 10.1081/STA-200045869
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- Article
7
Examining Factors to Better Understand Autoregressive Models.
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- American Statistician, 2009, v. 63, n. 4, p. 335, doi. 10.1198/tast.2009.08283
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- Article
8
Discrete Euler processes and their applications.
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- Journal of Forecasting, 2009, v. 28, n. 4, p. 293, doi. 10.1002/for.1108
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- Article