Asymptotic theory for time series with changing mean and variance (Q2224882): Difference between revisions

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+Estimating error correlation in nonparametric regression
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+On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+The asymptotic theory of linear time-series models
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+Local Whittle estimation of the memory parameter in presence of deterministic components
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+Discrimination between monotonic trends and long-range dependence
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+Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends
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+MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
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+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
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+Adaptive estimation of autoregressive models with time-varying variances
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+NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE
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