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):
Displaying 9 items.
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- 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)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← 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)
