Pages that link to "Item:Q262694"
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The following pages link to Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694):
Displaying 6 items.
- Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- Multiscale jump testing and estimation under complex temporal dynamics (Q6565327) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)
