Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935): Difference between revisions
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Revision as of 12:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Estimation by Model Selection for Locally Stationary Processes |
scientific article |
Statements
Semiparametric Estimation by Model Selection for Locally Stationary Processes (English)
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24 May 2007
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empirical spectral process
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locally stationary process
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model selection
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sieve estimator
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time-varying autoregressive process
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Whittle likelihood
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