Estimation of slowly time-varying trend function in long memory regression models
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Publication:4960653
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Cites work
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
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- Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional
- ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
- Efficient location and regression estimation for long range dependent regression models
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- Empirical spectral processes for locally stationary time series
- Estimation of the dependence parameter in linear regression with long-range-dependent errors
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- Kalman filter estimation for a regression model with locally stationary errors
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- Long memory and regime switching
- Long‐Memory Time Series
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
- On estimation of a regression model with long-memory stationary errors
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- On the sample mean of locally stationary long-memory processes
- Statistical inference for time-varying ARCH processes
- Time series: theory and methods.
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