Jump to ContentJump to Main Navigation

You are looking at 1-4 of 4 items

  • Keywords: nonstationarity x
Clear All Modify Search

View:

11 Nonlinear and nonstationary models

Timo Teräsvirta, Dag Tjøstheim, and W. J. Granger

in Modelling Nonlinear Economic Time Series

Published in print:
2010
Published Online:
May 2011
ISBN:
9780199587148
eISBN:
9780191595387
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199587148.003.0011
Subject:
Economics and Finance, Econometrics

Long memory, unit root models and cointegration are important in linear modelling of nonstationary processes, not the least in econometrics. Recently, nonlinear generalizations of these concepts have ... More


FCLTs for Dependent Variables

James Davidson

in Stochastic Limit Theory: An Introduction for Econometricians

Published in print:
2021
Published Online:
November 2021
ISBN:
9780192844507
eISBN:
9780191927201
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780192844507.003.0031
Subject:
Economics and Finance, Econometrics

After some technical preliminaries, this chapter gives two contrasting proofs of the functional central limit theorem for near‐epoch dependent functions of mixing processes. It goes on to consider ... More


Entropy and Surrogate Testing

Ray Huffaker, Marco Bittelli, and Rodolfo Rosa

in Nonlinear Time Series Analysis with R

Published in print:
2017
Published Online:
February 2018
ISBN:
9780198782933
eISBN:
9780191826153
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198782933.003.0005
Subject:
Physics, Theoretical, Computational, and Statistical Physics

Reconstructing real-world system dynamics from time series data on a single variable is challenging because real-world data often exhibit a highly volatile and irregular appearance potentially driven ... More


Turbulent Flows

David Jon Furbish

in Fluid Physics in Geology: An Introduction to Fluid Motions on Earth’s Surface and Within its Crust

Published in print:
1997
Published Online:
November 2020
ISBN:
9780195077018
eISBN:
9780197560358
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195077018.003.0018
Subject:
Earth Sciences and Geography, Geophysics: Earth Sciences

Many geological flows involve turbulence, wherein the velocity field involves complex, fluctuating motions superimposed on a mean motion. Flows in natural river channels are virtually always ... More


View: