Nonstationarity
Wei Peter Yang, Igor G. Zurbenko · Wiley Interdisciplinary Reviews Computational Statistics · 2010
Abstract The definition of stationary time series was first provided followed by a few examples of nonstationary time series. Statistical methods to analyze nonstationary time series was then reviewed in two categories: parametric methods and nonparametric methods. Focus was given to nonparametric methods. Spectral analysis of time series with seasonal components was discussed as a special case. Copyright © 2010 John Wiley & Sons, Inc. This article is categorized under: Data: Types and Structure > Time Series, Stochastic Processes, and Functional Data