Locally stationary long memory estimation (Q544490): Difference between revisions

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+longmemo
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+W2056724145
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+.5151
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+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
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+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
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+On parameter estimation for locally stationary long-memory processes
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+An alternative point of view on Lepski's method
@@ Property / cites work: An alternative point of view on Lepski's method / rank @@
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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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+Local inference for locally stationary time series based on the empirical spectral measure
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+Locally adaptive fitting of semiparametric models to nonstationary time series.
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+Statistical inference for time-varying ARCH processes
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+Estimators of long-memory: Fourier versus wavelets
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+Estimation of the memory parameter of the infinite-source Poisson process
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+Normalized least-squares estimation in time-varying ARCH models
+Normal rank
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+Varieties of long memory models
@@ Property / cites work: Varieties of long memory models / rank @@
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+A regime switching long memory model for electricity prices
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+Q3433265
@@ Property / cites work: Q3433265 / rank @@
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+On recursive estimation for time varying autoregressive processes
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+CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
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+On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
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+A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
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+Bayesian methods for change-point detection in long-range dependent processes
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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+Q3730889
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+Asymptotic normality of wavelet estimators of the memory parameter for linear processes
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+Central limit theorems for arrays of decimated linear processes
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+Long Range Dependence
@@ Property / cites work: Long Range Dependence / rank @@
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+Forecasting a long memory process subject to structural breaks
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+Publication:544490