Pages that link to "Item:Q2373579"

The following pages link to Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579):

Displaying 32 items.

• On the effect of noisy measurements of the regressor in functional linear models (Q364185) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Empirical spectral processes for locally stationary time series (Q605845) (← links)
• Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
• An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
• Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
• Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
• Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
• Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
• Directed wavelet covariance (Q1799873) (← links)
• Adaptive estimation of linear functionals in functional linear models (Q1933354) (← links)
• Statistical inference for the optimal approximating model (Q1950381) (← links)
• On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
• Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
• Limit theorems for locally stationary processes (Q2062401) (← links)
• Choosing between persistent and stationary volatility (Q2112824) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
• Parametric estimation for Gaussian fields indexed by graphs (Q2249584) (← links)
• A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
• Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
• A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)
• Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)