Inference for Local Autocorrelations in Locally Stationary Models

DOI10.1080/07350015.2014.948177MaRDI QIDQ6667028zbMATH OpenFDO

Authors Zhibiao Zhao

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2014.948177

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited in

(3)

• Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series
• Modeling nonstationary time series using locally stationary basis processes
• Simultaneous Inference for Monotone and Smoothly Time-Varying Functions Under Complex Temporal Dynamics

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