Pages that link to "Item:Q2628836"

The following pages link to Local inference for locally stationary time series based on the empirical spectral measure (Q2628836):

Displaying 21 items.

• Locally stationary Hawkes processes (Q271846) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Locally stationary long memory estimation (Q544490) (← links)
• Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
• Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
• On large deviations in testing simple hypotheses for locally stationary Gaussian processes (Q1757895) (← links)
• A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
• Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
• On adaptive covariance and spectrum estimation of locally stationary multivariate processes (Q2409117) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
• On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• Data-Adaptive Estimation of Time-Varying Spectral Densities (Q3391227) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
• A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)