Pages that link to "Item:Q2373579"
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The following pages link to Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579):
Displaying 44 items.
- On the effect of noisy measurements of the regressor in functional linear models (Q364185) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871) (← links)
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Directed wavelet covariance (Q1799873) (← links)
- Adaptive estimation of linear functionals in functional linear models (Q1933354) (← links)
- Statistical inference for the optimal approximating model (Q1950381) (← links)
- Maximum likelihood estimation of amplitude-modulated time series (Q1960711) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Limit theorems for locally stationary processes (Q2062401) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Parametric estimation for Gaussian fields indexed by graphs (Q2249584) (← links)
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models (Q2742778) (← links)
- Testing semiparametric hypotheses in locally stationary processes (Q2852620) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- Second-order properties of locally stationary processes (Q3077645) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Adaptive Gaussian Inverse Regression with Partially Unknown Operator (Q4929192) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Inverse covariance operators of multivariate nonstationary time series (Q6201845) (← links)
- Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)
