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.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← 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)
- 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)
- On recursive estimation for time varying autoregressive processes (Q817986) (← 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)
- 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)
- 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)
- 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)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)