Pages that link to "Item:Q3419861"

The following pages link to On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861):

Displaying 13 items.

• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
• Nonparametric regression for locally stationary time series (Q741799) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
• Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
• Cross validation for locally stationary processes (Q2313282) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Efficient semiparametric estimation in time-varying regression models (Q4567920) (← links)
• Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
• DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)
• Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)