On the estimation of locally stationary long-memory processes
From MaRDI portal
Recommendations
- An efficient estimator for locally stationary Gaussian long-memory processes
- Nonstationarity-extended Whittle estimation
- Nonstationarity-extended local Whittle estimation
- Parameter estimation of stochastic process with long-range dependence and intermittency
- Maximum likelihood estimators of a long-memory process from discrete observations
Cited in
(14)- Inference for time-varying signals using locally stationary processes
- Maximum likelihood estimators of a long-memory process from discrete observations
- A likelihood approximation for locally stationary processes
- A regularised estimator for long-range dependent processes
- Empirical process theory for locally stationary processes
- Minimum distance estimation of locally stationary moving average processes
- Parameter estimation of stochastic process with long-range dependence and intermittency
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
- scientific article; zbMATH DE number 3898062 (Why is no real title available?)
- ESTIMATION IN LONG-MEMORY TIME SERIES MODEL
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- An efficient estimator for locally stationary Gaussian long-memory processes
- Local Whittle estimation in time-varying long memory series
- Bayesian Nonparametric Spectral Analysis of Locally Stationary Processes
This page was built for publication: On the estimation of locally stationary long-memory processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5220361)
