Pages that link to "Item:Q1848853"
From MaRDI portal
The following pages link to A likelihood approximation for locally stationary processes (Q1848853):
Displaying 50 items.
- A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Temperatures in transient climates: improved methods for simulations with evolving temporal covariances (Q288614) (← links)
- Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← links)
- On the causality between multiple locally stationary processes (Q444212) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Local likelihood estimation for nonstationary random fields (Q631615) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318) (← links)
- Classification of multivariate non-stationary signals: the SLEX-shrinkage approach (Q993820) (← links)
- Wavelet based time-varying vector autoregressive modelling (Q1020686) (← links)
- Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- Discriminant analysis for locally stationary processes (Q1882941) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
- Inference for non-stationary time-series autoregression (Q2864628) (← links)
- A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
- Second-order properties of locally stationary processes (Q3077645) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (Q3181958) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
- On geometric ergodicity of CHARME models (Q5391310) (← links)
- Transformation to approximate independence for locally stationary Gaussian processes (Q5397974) (← links)
- Synthesis-based time-scale transforms for non-stationary signals (Q6038819) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Trend locally stationary wavelet processes (Q6134636) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
