Inference for time series and stochastic processes

MaRDI QIDQ3427552zbMATH OpenFDO

Authors Ngai Hang Chan

Publication date 20 March 2007

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)

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(10)

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• Inference for time-varying signals using locally stationary processes
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