Local Stationarity

Local Stationarity is a stochastic process model that belongs to the class of non-stationary time series frameworks, distinguished by its asymptotic resemblance to a stationary process over short time intervals when appropriately rescaled in time and space.

188

Publications

10K

Citations

345

Authors

222

Institutions

Publications per year

2017–2026

37

Authors

345

  1. PP
    Philip Preuß

    Ruhr University Bochum, Germany

    4 publications · 131 citations

    4

    h-index

  2. RV
    Rainer von Sachs

    UCLouvain, Belgium

    4 publications · 270 citations

    4

    h-index

  3. GP
    Guy P. Nason

    University of Bristol, United Kingdom

    4 publications · 190 citations

    4

    h-index

  4. GW
    Gerd Wachsmuth

    Chemnitz University of Technology, Germany

    3 publications · 83 citations

    3

    h-index

  5. AI
    Adrian Ispas

    RWTH Aachen University, Germany

    3 publications · 89 citations

    3

    h-index

1–5 of 345

Venues

  1. Journal of the American Statistical Association

    8 publications · 1.4K citations

    8

    h-index

  2. Stochastic Processes and their Applications

    7 publications · 223 citations

    7

    h-index

  3. The Annals of Statistics

    4 publications · 170 citations

    5

    h-index

  4. Probability Theory and Related Fields

    4 publications · 157 citations

    4

    h-index

  5. Journal of Statistical Planning and Inference

    4 publications · 91 citations

    4

    h-index

1–5