Pages that link to "Item:Q1879516"
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The following pages link to Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516):
Displaying 12 items.
- Locally stationary long memory estimation (Q544490) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935) (← links)
- A Scale‐space Approach for Detecting Non‐stationarities in Time Series (Q3608255) (← links)
- Trend locally stationary wavelet processes (Q6134636) (← links)
