Pages that link to "Item:Q3434086"

The following pages link to A Haar–Fisz technique for locally stationary volatility estimation (Q3434086):

Displaying 21 items.

• A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Empirical spectral processes for locally stationary time series (Q605845) (← links)
• An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
• Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
• Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
• Data-driven wavelet-Fisz methodology for nonparametric function estimation (Q1951777) (← links)
• Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
• Nonparametric comparison of epidemic time trends: the case of COVID-19 (Q2106394) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Detecting gradual changes in locally stationary processes (Q2343960) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Estimation of the bispectrum for locally stationary processes (Q2453896) (← links)
• Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• Forecasting using locally stationary wavelet processes (Q3401362) (← links)
• A wavelet-Fisz approach to spectrum estimation (Q3552856) (← links)
• Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
• GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform (Q5757862) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)