Pages that link to "Item:Q1915850"
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The following pages link to On the Kullback-Leibler information divergence of locally stationary processes (Q1915850):
Displayed 50 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Locally stationary Hawkes processes (Q271846) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← links)
- On the causality between multiple locally stationary processes (Q444212) (← links)
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
- Large-deviation results for discriminant statistics of Gaussian locally stationary processes (Q454458) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← 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)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Large deviations for quadratic forms of locally stationary processes (Q697451) (← links)
- Nonparametric regression for locally stationary time series (Q741799) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
- Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (Q1355168) (← links)
- Time-frequency clustering and discriminant analysis. (Q1423186) (← links)
- On the stability and causality of general time-dependent bilinear models. (Q1426591) (← links)
- Local block bootstrap (Q1565905) (← links)
- Extracting volatility signal using maximum a posteriori estimation (Q1619844) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- Time series regression models with locally stationary disturbance (Q1687325) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
- On large deviations in testing simple hypotheses for locally stationary Gaussian processes (Q1757895) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
- Gaussian processes on the support of cylindrical surfaces, with application to periodic spatio-temporal data (Q2250694) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558) (← links)
- Directed attention and nonparametric learning (Q2416002) (← links)