Pages that link to "Item:Q3024664"
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The following pages link to Confidence estimation of the covariance function of stationary and locally stationary processes (Q3024664):
Displaying 14 items.
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model (Q907026) (← links)
- Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- On adaptive covariance and spectrum estimation of locally stationary multivariate processes (Q2409117) (← links)
- Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Oracle-Efficient Confidence Envelopes for Covariance Functions in Dense Functional Data (Q3465108) (← links)
- Confidence Interval Estimation for the Variance Parameter of Stationary Processes (Q3468493) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- Estimation and monitoring of traffic intensities with application to control of stochastic systems (Q6570568) (← links)
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)
