Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935): Difference between revisions

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+W2146239295
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+Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
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+Risk bounds for model selection via penalization
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+Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
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+On the Kullback-Leibler information divergence of locally stationary processes
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+Fitting time series models to nonstationary processes
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+A likelihood approximation for locally stationary processes
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+Locally adaptive fitting of semiparametric models to nonstationary time series.
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+Structural Break Estimation for Nonstationary Time Series Models
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+On recursive estimation for time varying autoregressive processes
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+Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
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+SLEX Analysis of Multivariate Nonstationary Time Series
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+ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS
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