Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620): Difference between revisions

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+W2126202774
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+Testing precise hypotheses. With comments and a rejoinder by the authors
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+Some asymptotic theory for the bootstrap
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+Estimation of time varying linear systems
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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 Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
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+Testing nonparametric and semiparametric hypotheses in vector stationary processes
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+Nonlinear time series. Nonparametric and parametric methods
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+A Haar–Fisz technique for locally stationary volatility estimation
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+Linearity testing using local polynomial approximation
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+Statistical inference for time-inhomogeneous volatility models.
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+Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
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+An efficient estimator for locally stationary Gaussian long-memory processes
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+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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+Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
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+Q5521155
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+Testing Composite Hypotheses for Locally Stationary Processes
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+Discriminant analysis for locally stationary processes
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+Bootstrapping the Local Periodogram of Locally Stationary Processes
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+Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes
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+Locally adaptive estimation of evolutionary wavelet spectra
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+Publication:2852620