Non-Parametric Estimation for Locally Stationary Integer-Valued Processes
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Cites work
- A likelihood approximation for locally stationary processes
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
- Contrast estimation of time-varying infinite memory processes
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Fitting time series models to nonstationary processes
- Frequency and phase estimation in time series with quasi periodic components
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Integer-Valued GARCH Process
- Local inference for locally stationary time series based on the empirical spectral measure
- Negative binomial quasi-likelihood inference for general integer-valued time series models
- Nonparametric Bayesian multiple testing for longitudinal performance stratification
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
- On the Kullback-Leibler information divergence of locally stationary processes
- Optimal aggregation of classifiers in statistical learning.
- Pseudo Maximum Likelihood Methods: Theory
- Standard Laplace quasi-maximum likelihood estimator for GARCH processes
- Statistical inference for time-varying ARCH processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Weakly dependent chains with infinite memory
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