Pages that link to "Item:Q1962757"
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The following pages link to Nonlinear wavelet estimation of time-varying autoregressive processes (Q1962757):
Displayed 18 items.
- Transfer function models with time-varying coefficients (Q428348) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Wavelet estimation by Bayesian thresholding and model selection (Q999035) (← links)
- Wavelet based time-varying vector autoregressive modelling (Q1020686) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Outliers in functional autoregressive time series (Q2483872) (← links)
- Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Time-domain estimation of time-varying linear systems (Q4675905) (← links)
- FORECASTING TIME SERIES USING WAVELETS (Q5386700) (← links)
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES (Q5386721) (← links)
- Local spectral analysis using wavelet packets (Q5953485) (← links)