Costationary Whitenoise processes and local stationarity testing
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Publication:6609929
DOI10.1007/978-3-031-40209-8_2MaRDI QIDQ6609929FDOQ6609929
Authors: Alessandro Cardinali 
Publication date: 24 September 2024
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Fitting time series models to nonstationary processes
- Forecasting non-stationary time series by wavelet process modelling
- Ten Lectures on Wavelets
- Title not available (Why is that?)
- Costationarity of locally stationary time series
- Title not available (Why is that?)
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