Pages that link to "Item:Q605845"
From MaRDI portal
The following pages link to Empirical spectral processes for locally stationary time series (Q605845):
Displayed 9 items.
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Certain Periodically Correlated Multicomponent Locally Stationary Processes (Q5255340) (← links)