Pages that link to "Item:Q1355167"
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The following pages link to Fitting time series models to nonstationary processes (Q1355167):
Displayed 50 items.
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Wavelet based time-varying vector autoregressive modelling (Q1020686) (← links)
- Discrimination of locally stationary time series using wavelets (Q1020891) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Classification in music research (Q1042634) (← links)
- On Wiener filtering of certain locally stationary stochastic processes (Q1046657) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (Q1355168) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Time-frequency clustering and discriminant analysis. (Q1423186) (← links)
- Local block bootstrap (Q1565905) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Inference for time-varying signals using locally stationary processes (Q1631413) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Time series regression models with locally stationary disturbance (Q1687325) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- On large deviations in testing simple hypotheses for locally stationary Gaussian processes (Q1757895) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Adaptive covariance estimation of locally stationary processes (Q1807064) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Recursive estimation of a drifted autoregressive parameter. (Q1848802) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Spectral analysis for harmonizable processes (Q1848938) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- Discriminant analysis for locally stationary processes (Q1882941) (← links)
- On the Kullback-Leibler information divergence of locally stationary processes (Q1915850) (← links)
- Estimating deterministically time-varying variances in regression models (Q1934157) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)