Pages that link to "Item:Q544490"
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The following pages link to Locally stationary long memory estimation (Q544490):
Displaying 12 items.
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
