Pages that link to "Item:Q2581642"
From MaRDI portal
The following pages link to LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642):
Displaying 5 items.
- Least squares estimators for unit root processes with locally stationary disturbance (Q764805) (← links)
- On large deviations in testing simple hypotheses for locally stationary Gaussian processes (Q1757895) (← links)
- CLUSTER ANALYSIS FOR NON-GAUSSIAN LOCALLY STATIONARY PROCESSES (Q3379413) (← links)
- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868) (← links)
- Likelihood Ratio Processes under Nonstandard Settings (Q5097174) (← links)
