Pages that link to "Item:Q605935"

The following pages link to An efficient estimator for locally stationary Gaussian long-memory processes (Q605935):

Displaying 13 items.

• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
• Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
• A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
• Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• Testing for white noise against locally stationary alternatives (Q4969863) (← links)