Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3100818114
@@ Property / OpenAlex ID: W3100818114 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0143
@@ Property / arXiv ID: 0708.0143 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability inequalities for empirical processes and a law of the iterated logarithm
+Normal rank
@@ Property / cites work @@
+Rates of convergence for minimum contrast estimators
+Normal rank
@@ Property / cites work @@
+Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional
+Normal rank
@@ Property / cites work @@
+Sieve Extremum Estimates for Weakly Dependent Data
+Normal rank
@@ Property / cites work @@
+On the Kullback-Leibler information divergence of locally stationary processes
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+A likelihood approximation for locally stationary processes
+Normal rank
@@ Property / cites work @@
+On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Locally adaptive fitting of semiparametric models to nonstationary time series.
+Normal rank
@@ Property / cites work @@
+Nonlinear wavelet estimation of time-varying autoregressive processes
+Normal rank
@@ Property / cites work @@
+Empirical spectral processes for locally stationary time series
+Normal rank
@@ Property / cites work @@
+Maximum penalized likelihood estimation. Vol. 1: Density estimation
+Normal rank
@@ Property / cites work @@
+Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
+Normal rank
@@ Property / cites work @@
+Q5534403
@@ Property / cites work: Q5534403 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
+Normal rank
@@ Property / cites work @@
+Q4039968
@@ Property / cites work: Q4039968 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rate of sieve estimates
@@ Property / cites work: Convergence rate of sieve estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Q4944751
@@ Property / cites work: Q4944751 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Estimation and information in stationary time series
+Normal rank