Pages that link to "Item:Q605845"

The following pages link to Empirical spectral processes for locally stationary time series (Q605845):

Displaying 39 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
• Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Directed wavelet covariance (Q1799873) (← links)
• Inference for modulated stationary processes (Q1940756) (← links)
• Indirect inference for locally stationary models (Q2024470) (← links)
• Limit theorems for locally stationary processes (Q2062401) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Empirical spectral processes for stationary state space models (Q2105074) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• Cross validation for locally stationary processes (Q2313282) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← 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)
• Data-Adaptive Estimation of Time-Varying Spectral Densities (Q3391227) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
• Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
• Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
• Certain Periodically Correlated Multicomponent Locally Stationary Processes (Q5255340) (← links)
• ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
• A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
• Continuous-time locally stationary time series models (Q6068849) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)