A new method of nonstationary time series analysis based on inhomogeneous AR equation

Yukiko Yokoyama, Mineo Kumazawa, Yuichi Imanishi, Naoki Mikami. A new method of nonstationary time series analysis based on inhomogeneous AR equation. IEEE Transactions on Signal Processing, 45(8):2130-2136, 1997. [doi]

Abstract

Abstract is missing.