Inference for time series and stochastic processes

zbMATH Open1107.62086MaRDI QIDQ3427552FDOQ3427552

Authors: Ngai Hang Chan 

Publication date: 20 March 2007

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zbMATH Keywords

model selectionstrong consistencyBrownian motionlimiting distributionsasymptotic inferencenonstationary time seriesprediction principle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62G99)

Cited In (10)

• Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods
• Title not available (Why is that?)
• On extracting probability distribution information from time series
• An implementation of inference in temporal branching time models
• Stochastic models for time series
• Inference for time-varying signals using locally stationary processes
• I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb?
• Inference in stochastic processes
• Inference of Trends in Time Series
• Title not available (Why is that?)

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