Increment-Vector Methodology: Transforming Non-Stationary Series to Stationary Series

Zhaoguo Chen, O. D. Anderson

Type: Article

Publication Date: 1998-03-01

Citations: 1

DOI: https://doi.org/10.1017/s0021900200014686

View

Locations

Journal of Applied Probability - View

Similar Works

Action	Title	Year	Authors
+	Increment-Vector Methodology: Transforming Non-Stationary Series to Stationary Series	1998	Zhaoguo Chen O. D. Anderson
+ PDF Chat	Modelling time-varying first and second-order structure of time series via wavelets and differencing	2022	Euan T. McGonigle Rebecca Killick Matthew A. Nunes
+	Non-Stationarity in Time-Series Analysis: Modeling Stochastic and Deterministic Trends	2023	Oisín Ryan Jonas M B Haslbeck Lourens Waldorp
+	Vector time series models	2019	William W. S. Wei
+	<b>mosum</b>: A Package for Moving Sums in Change-Point Analysis	2021	Alexander Meier Claudia Kirch Haeran Cho
+ PDF Chat	Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series	2014	Ladislav Krištoufek
+	Non-linearity	2018	Philip Hans Franses Dick van Dijk Anne Opschoor
+	Modelling Multiple Time Series: Achieving the Aims	2004	Granville Tunnicliffe‐Wilson Alex S. Morton
+	Thinning-based models in the analysis of integer-valued time series: a review	2015	Manuel G. Scotto Christian Weiß Sónia Gouveia
+	Time Series Analysis for Directional Data	1988	Peter Craig
+	A weighted U-statistic based change point test for multivariate time series	2022	Junwei Hu Lihong Wang
+	Change-Points Detections for Interrupted Time Series Analysis: A Literature Review	2013	Jing Bo Chen Jun Zheng Lei Yang Yaming Wang
+	Detecting change in a time-series (Corresp.)	1980	J. Segen Arthur C. Sanderson
+ PDF Chat	Change points detection for nonstationary multivariate time series	2023	Yeonjoo Park Haejung Im Yaeji Lim
+	Time Series	2024	Peter J. Diggle Emanuele Giorgi
+	A Newton's Method for Benchmarking Time Series according to a Growth Rates Preservation Principle	2011	Tommaso Di Fonzo Marco Marini
+	Rank-based change-point analysis for long-range dependent time series	2020	Annika Betken Martin Wendler
+ PDF Chat	Rank-based change-point analysis for long-range dependent time series	2022	Annika Betken Martin Wendler
+	Time Series	2005	N. Balakrishnan
+ PDF Chat	Change Point Analysis of Correlation in Non-stationary Time Series	2017	Holger Dette Weichi Wu Zhou Zhou

Cited by (0)

Action	Title	Year	Authors

Citing (1)

Action	Title	Year	Authors
+	A Graphical Procedure for Determining Nonstationarity in Time Series	1988	Noel Cressie