Pages that link to "Item:Q1007468"
From MaRDI portal
The following pages link to On parameter estimation for locally stationary long-memory processes (Q1007468):
Displaying 20 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)
- Locally stationary long memory estimation (Q544490) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- On rapid change points under long memory (Q989259) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← 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)
- Adaptive estimation of the lag of a long-memory process (Q1962688) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
