Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Estimation by Model Selection for Locally Stationary Processes |
scientific article |
Statements
Semiparametric Estimation by Model Selection for Locally Stationary Processes (English)
0 references
24 May 2007
0 references
empirical spectral process
0 references
locally stationary process
0 references
model selection
0 references
sieve estimator
0 references
time-varying autoregressive process
0 references
Whittle likelihood
0 references
