Pages that link to "Item:Q2373579"
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The following pages link to Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579):
Displayed 17 items.
- On the effect of noisy measurements of the regressor in functional linear models (Q364185) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Adaptive estimation of linear functionals in functional linear models (Q1933354) (← links)
- Statistical inference for the optimal approximating model (Q1950381) (← links)
- Parametric estimation for Gaussian fields indexed by graphs (Q2249584) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Adaptive Gaussian Inverse Regression with Partially Unknown Operator (Q4929192) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
