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

@@ Property / author @@
-Philip Preuss
@@ Property / author: Philip Preuss / rank @@
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-Dette, Holger
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+Philip Preuss
@@ Property / author: Philip Preuss / rank @@
+Normal rank
@@ Property / author @@
+Dette, Holger
@@ Property / author: Dette, Holger / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / OpenAlex ID @@
+W2126202774
@@ Property / OpenAlex ID: W2126202774 / rank @@
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@@ Property / cites work @@
+Testing precise hypotheses. With comments and a rejoinder by the authors
+Normal rank
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+Some asymptotic theory for the bootstrap
@@ Property / cites work: Some asymptotic theory for the bootstrap / rank @@
+Normal rank
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+Estimation of time varying linear systems
@@ Property / cites work: Estimation of time varying linear systems / rank @@
+Normal 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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+Local inference for locally stationary time series based on the empirical spectral measure
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+Nonlinear wavelet estimation of time-varying autoregressive processes
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+Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
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+Empirical spectral processes for locally stationary time series
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+Distribution free goodness-of-fit tests for linear processes
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+A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
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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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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Q5521155
@@ Property / cites work: Q5521155 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing Composite Hypotheses for Locally Stationary Processes
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@@ Property / cites work @@
+Discriminant analysis for locally stationary processes
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@@ Property / cites work @@
+Bootstrapping the Local Periodogram of Locally Stationary Processes
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@@ Property / cites work @@
+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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@@ links / mardi / name / links / mardi / name @@
+Publication:2852620