Pages that link to "Item:Q1355167"
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The following pages link to Fitting time series models to nonstationary processes (Q1355167):
Displayed 40 items.
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- Statistical inference for time-varying ARCH processes (Q2500447) (← links)
- Analyzing non-stationary signals using generalized multiple fundamental frequency model (Q2500645) (← links)
- A note on state space representations of locally stationary wavelet time series (Q2518952) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Structural Adaptive Smoothing Procedures (Q2847945) (← links)
- Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
- Inference for non-stationary time-series autoregression (Q2864628) (← links)
- Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541) (← links)
- Autoregressive processes with data-driven regime switching (Q3077661) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- Forecasting using locally stationary wavelet processes (Q3401362) (← links)
- On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE (Q3440784) (← links)
- Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935) (← links)
- Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198) (← links)
- A Scale‐space Approach for Detecting Non‐stationarities in Time Series (Q3608255) (← links)
- A wavelet analysis for time series (Q4227977) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Evolutionary Factor Analysis of Replicated Time Series (Q4649059) (← links)
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562) (← links)
- Time-domain estimation of time-varying linear systems (Q4675905) (← links)
- Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042) (← links)
- On a time deformation reducing nonstationary stochastic processes to local stationarity (Q4819451) (← links)
- AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series (Q4904734) (← links)
- A Note on the Effect of Wavelet Choice on the Estimation of the Evolutionary Wavelet Spectrum (Q5299832) (← links)
- Clustering High-Dimensional Time Series Based on Parallelism (Q5327288) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- Editorial: Special issue on time series analysis in the biological sciences (Q5397944) (← links)
- Transformation to approximate independence for locally stationary Gaussian processes (Q5397974) (← links)
- On some classes of nonstationary parametric processes (Q5950723) (← links)
- Nonparametric factor analysis of residual time series (Q5952301) (← links)