A frequency domain test for detecting nonstationary time series (Q1623488): Difference between revisions

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+Time-Dependent Spectral Analysis of Nonstationary Time Series
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+Fitting long-memory models by generalized linear regression
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+On parameter estimation for locally stationary long-memory processes
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+Testing for a change of the long-memory parameter
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+Efficient Estimation and Inferences for Varying-Coefficient Models
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+Functional-Coefficient Regression Models for Nonlinear Time Series
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+Fitting time series models to nonstationary processes
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+Structural Break Estimation for Nonstationary Time Series Models
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+Q3125064
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+Automatic Local Smoothing for Spectral Density Estimation
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+Generalised likelihood ratio tests for spectral density
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
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+Q4272837
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+Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Broadband log-periodogram regression of time series with long-range dependence
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+Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
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+Q5572777
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+Bayesian methods for change-point detection in long-range dependent processes
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+Log-periodogram regression of time series with long range dependence
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+Testing Composite Hypotheses for Locally Stationary Processes
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+Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes
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