Pages that link to "Item:Q3094088"

The following pages link to Gaussian approximations for non-stationary multiple time series (Q3094088):

Displaying 23 items.

• A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• An almost sure invariance principle for some classes of non-stationary mixing sequences (Q2105397) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Identifying shifts between two regression curves (Q2230873) (← links)
• A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
• Inference for non-stationary time-series autoregression (Q2864628) (← links)
• Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
• BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
• Optimal Gaussian Approximation For Multiple Time Series (Q5134482) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
• The distribution of rolling regression estimators (Q6108308) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)