Time-varying parameter auto-regressive models for autocovariance nonstationary time series
DOI10.1007/S11425-008-0163-3zbMATH Open1181.37112OpenAlexW2009513756MaRDI QIDQ1042928FDOQ1042928
Authors: WanChun Fei, Lun Bai 
Publication date: 7 December 2009
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-008-0163-3
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Cites Work
- Forecasting non-stationary time series by wavelet process modelling
- Time‐varying autoregressions with model order uncertainty
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- A procedure for the modeling of non-stationary time series
- Title not available (Why is that?)
- A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
- Time-correlation analysis of nonstationary time series
- Pattern recognition of non-stationary time series with finite length
- Title not available (Why is that?)
Cited In (7)
- A simulation method for finite non-stationary time series
- Title not available (Why is that?)
- A time-series modeling method based on the boosting gradient-descent theory
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- A tv-IVAR model for multivariate irregular time series
- A Gini autocovariance function for time series modelling
- Time‐varying autoregressions with model order uncertainty
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