Luz M. Non-Stationary Stochastic Processes Estimation...2024

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Introduction
Notations and abbreviations
Periodically stationary multi-seasonal increments of stochastic sequences
Extrapolation of sequences with periodically stationary increments
Extrapolation of sequences with periodically stationary increments observed with noise
Interpolation of sequences with periodically stationary increments observed with or without noise
Filtering of sequences with periodically stationary increments
Continuous time stochastic processes with periodically correlated increments
Extrapolation of processes with periodically correlated increments
Extrapolation of processes with periodically correlated increments observed with noise
Interpolation of processes with periodically correlated increments observed with or without noise
Filtering of processes with periodically correlated increments
Filtering problem when signal and noise have periodically correlated increments
Problems
A Some models of non-stationary time series
Bibliography
Index