Modeling non-stationary stochastic systems with generalized time series models.

Jingwen Zhang Li Chen Pan Qin

Published in: FSKD (2015)

Keyphrases

non stationary
stochastic models
stochastic systems
autoregressive
random fields
stock price
financial time series
markov processes
least squares
markov chain
change point detection
conservation laws
stochastic processes
empirical mode decomposition
multidimensional time series