Inference for non-stationary time-series autoregression (Q2864628): Difference between revisions

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+Fitting time series models to nonstationary processes
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+A likelihood approximation for locally stationary processes
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+Q3125064
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+Haar–Fisz Estimation of Evolutionary Wavelet Spectra
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+A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
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+SLEX Analysis of Multivariate Nonstationary Time Series
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+Analysis of Financial Time Series
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+Gaussian approximations for non-stationary multiple time series
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+Heteroscedasticity and Autocorrelation Robust Structural Change Detection
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+Local linear quantile estimation for nonstationary time series
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