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Preprints of the Keldysh Institute of Applied Mathematics, 2007, 036, 22 pp. (Mi ipmp491)  
This article is cited in 1 scientific paper (total in 1 paper)

Analysis of non-stationary time-series

Yu. N. Orlov, K. P. Osminin
Full-text PDF Citations (1)
Abstract: In this work the method of statistical analysis of non-stationary time-series with cyclic data is proposed. The evolution equation of empirical distribution function is introduced. As an example the time-series of electric energy prices is considered.
Document Type: Preprint
Language: Russian
Citation: Yu. N. Orlov, K. P. Osminin, “Analysis of non-stationary time-series”, Keldysh Institute preprints, 2007, 036, 22 pp.
Citation in format AMSBIB
\Bibitem{OrlOsm07}
\by Yu.~N.~Orlov, K.~P.~Osminin
\paper Analysis of non-stationary time-series
\jour Keldysh Institute preprints
\yr 2007
\papernumber 036
\totalpages 22
\mathnet{http://mi.mathnet.ru/ipmp491}
Linking options:
  • https://www.mathnet.ru/eng/ipmp491
  • https://www.mathnet.ru/eng/ipmp/y2007/p36
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Препринты Института прикладной математики им. М. В. Келдыша РАН
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