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]

@article{YokoyamaKIM97,
  title = {A new method of nonstationary time series analysis based on inhomogeneous AR equation},
  author = {Yukiko Yokoyama and Mineo Kumazawa and Yuichi Imanishi and Naoki Mikami},
  year = {1997},
  doi = {10.1109/78.611233},
  url = {http://dx.doi.org/10.1109/78.611233},
  researchr = {https://researchr.org/publication/YokoyamaKIM97},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {45},
  number = {8},
  pages = {2130-2136},
}