scholarly journals Signal Extraction Error in Nonstationary Time Series

1979 ◽  
Vol 7 (6) ◽  
pp. 1303-1320 ◽  
Author(s):  
David A. Pierce
Keyword(s):  
Time Series ◽  
Nonstationary Time Series ◽  
Signal Extraction ◽  
Extraction Error

Signal extraction for finite nonstationary time series

Biometrika ◽  
1987 ◽  
Vol 74 (2) ◽  
pp. 411-421 ◽  
Author(s):  
ROBERT KOHN ◽  
CRAIG F. ANSLEY
Keyword(s):  
Time Series ◽  
Nonstationary Time Series ◽  
Signal Extraction

Segmenting mean-nonstationary time series via trending regressions

2012 ◽  
Vol 168 (2) ◽  
pp. 367-381 ◽  
Author(s):  
Alexander Aue ◽  
Lajos Horváth ◽  
Marie Hušková
Keyword(s):  
Time Series ◽  
Nonstationary Time Series
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