Pages that link to "Item:Q1608913"

The following pages link to SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913):

Displaying 31 items.

• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
• On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
• Modelling time trend via spline confidence band (Q421413) (← links)
• On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
• Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
• On spline regression under Gaussian subordination with long memory (Q618157) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
• On rapid change points under long memory (Q989259) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• A multivariate test against spurious long memory (Q1706443) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
• On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
• Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
• Trend filtering via empirical mode decompositions (Q2361188) (← links)
• Computation of Spatial Gini Coefficients (Q2807600) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
• On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series (Q2863050) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
• Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
• A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
• Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
• Surface estimation under local stationarity (Q5256288) (← links)
• On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737) (← links)
• Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
• Trend locally stationary wavelet processes (Q6134636) (← links)