Pages that link to "Item:Q1355167"

The following pages link to Fitting time series models to nonstationary processes (Q1355167):

Displaying 50 items.

• QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
• Classification of multivariate non-stationary signals: the SLEX-shrinkage approach (Q993820) (← links)
• On the sample mean of locally stationary long-memory processes (Q993821) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• Nonparametric spectral analysis with applications to seizure characterization using EEG time series (Q999670) (← links)
• 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)
• Model fitting for real-data time series (Q1115404) (← 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)