Testing temporal constancy of the spectral structure of a time series (Q605893): Difference between revisions

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+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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+Q3947020
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+Time series: theory and methods.
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+Fitting time series models to nonstationary processes
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+Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
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+Structural Break Estimation for Nonstationary Time Series Models
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+On bootstrapping kernel spectral estimates
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+Testing and estimating in the change-point problem of the spectral function
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+A Bayesian analysis of the minimum AIC procedure
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+Adaptive covariance estimation of locally stationary processes
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+Testing temporal constancy of the spectral structure of a time series
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+Testing and estimating change-points in time series
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+Q5521155
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+Current developments in time series modelling
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+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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+Testing Composite Hypotheses for Locally Stationary Processes
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+Asymptotic Statistics
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+A Wavelet-Based Test for Stationarity
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