A likelihood approximation for locally stationary processes (Q1848853): Difference between revisions

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-Rainer Dahlhaus
@@ Property / author: Rainer Dahlhaus / rank @@
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+Rainer Dahlhaus
@@ Property / author: Rainer Dahlhaus / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1214/aos/1015957480
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+W4241026100
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@@ Property / cites work @@
+Fitting time series models to nonstationary processes
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+Locally adaptive fitting of semiparametric models to nonstationary time series.
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+Asymptotic inference in stationary Gaussian time-series
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+A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise
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+On Methods for Obtaining Asymptotically Efficient Spectral Parameter Estimates for a Stationary Gaussian Process with Rational Spectral Density
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+Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
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+Estimation and information in stationary time series
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@@ links / mardi / name / links / mardi / name @@
+Publication:1848853