Pages that link to "Item:Q1740517"
From MaRDI portal
The following pages link to Towards a general theory for nonlinear locally stationary processes (Q1740517):
Displaying 28 items.
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity (Q2209322) (← links)
- Cross validation for locally stationary processes (Q2313282) (← links)
- Deviation inequalities for separately Lipschitz functionals of composition of random functions (Q2320152) (← links)
- Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
- ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
- Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
