scientific article; zbMATH DE number 1944035
From MaRDI portal
Publication:4410083
zbMATH Open1022.62091MaRDI QIDQ4410083FDOQ4410083
Authors: R. Dahlhaus, Wolfgang Polonik 
Publication date: 1 July 2003
Title of this publication is not available (Why is that?)
Recommendations
- Empirical spectral processes for locally stationary time series
- An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
- scientific article; zbMATH DE number 1944036
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method
Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cited In (12)
- Title not available (Why is that?)
- Empirical spectral processes for stationary state space models
- Asymptotic equivalence of spectral density estimation and Gaussian white noise
- Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies
- Empirical spectral processes for locally stationary time series
- The integrated periodogram of a dependent extremal event sequence
- Empirical spectral processes and their applications to time series analysis
- Consistency of the frequency domain bootstrap for differentiable functionals
- Maximum entropy spectral estimation for regular time series of degenerate rank
- An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes
- Locally adaptive estimation of evolutionary wavelet spectra
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4410083)
