Pages that link to "Item:Q262694"
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The following pages link to Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694):
Displaying 3 items.
- Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
