Pages that link to "Item:Q1355167"
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The following pages link to Fitting time series models to nonstationary processes (Q1355167):
Displaying 50 items.
- The local partial autocorrelation function and some applications (Q87410) (← links)
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- The locally stationary dual-tree complex wavelet model (Q139946) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Robust functional supervised classification for time series (Q269171) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Temperatures in transient climates: improved methods for simulations with evolving temporal covariances (Q288614) (← links)
- Nonparametric transformation to white noise (Q290951) (← links)
- Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← links)
- On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- On the causality between multiple locally stationary processes (Q444212) (← links)
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Large deviations for quadratic forms of locally stationary processes (Q697451) (← links)
- An angular-linear time series model for waveheight prediction (Q734408) (← links)
- Performance of adaptive estimators in slowly varying parameter models (Q734464) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Principal component analysis using frequency components of multivariate time series (Q830499) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach (Q872082) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
