Pages that link to "Item:Q3442935"
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The following pages link to Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935):
Displayed 5 items.
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)