Minimum distance estimation of locally stationary moving average processes (Q2337317): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2019.05.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2944899225 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at the statistical model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least squares estimation of ARCH models with missing observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Kullback-Leibler information divergence of locally stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting time series models to nonstationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A likelihood approximation for locally stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Measure of Stationarity in Locally Stationary Processes With Applications to Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3580921 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral estimation for locally stationary time series with missing observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum distance estimation of \(k\)-factors GARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping Locally Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum distance estimation of stationary and non‐stationary ARFIMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the sample mean of locally stationary long-memory processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An efficient estimator for locally stationary Gaussian long-memory processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and Forecasting of Locally Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5509396 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5521155 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5686842 / rank
 
Normal rank
Property / cites work
 
Property / cites work: AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring stationarity in long-memory processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A minimum distance estimator for long-memory processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some comments on spectral representations of non-stationary stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting gradual changes in locally stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and information in stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simultaneous quantile inference for non-stationary long-memory time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum distance estimation of ARFIMA processes / rank
 
Normal rank

Latest revision as of 01:05, 21 July 2024

scientific article
Language Label Description Also known as
English
Minimum distance estimation of locally stationary moving average processes
scientific article

    Statements

    Minimum distance estimation of locally stationary moving average processes (English)
    0 references
    0 references
    0 references
    0 references
    19 November 2019
    0 references
    0 references
    local stationarity
    0 references
    non-stationarity
    0 references
    minimum distance estimation
    0 references
    time-varying models
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references