Inference on nonstationary time series with moving mean
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Publication:2801993
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Cites work
- Fixed design regression for time series: Asymptotic normality
- Fixed-design regression for linear time series
- Gaussian pseudo-maximum likelihood estimation of fractional time series models
- Inference on power law spatial trends
- Large-sample inference for nonparametric regression with dependent errors
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Local polynomial fitting with long-memory, short-memory and antipersistent errors
- Non-parametric estimation under strong dependence
- Nonparametric regression under long-range dependent normal errors
- Nonparametric regression with heteroscedastic long memory errors
- Nonparametric regression with long-memory errors
- Nonparametric trending regression with cross-sectional dependence
- The asymptotic theory of linear time-series models
- Transition Modeling and Econometric Convergence Tests
Cited in
(4)- Inference on a semiparametric model with global power law and local nonparametric trends
- Asymptotic theory for time series with changing mean and variance
- Testing parametric assumptions of trends of a nonstationary time series
- Efficiency improvements in inference on stationary and nonstationary fractional time series
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