Pages that link to "Item:Q3608198"
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The following pages link to Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198):
Displaying 11 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise (Q2199138) (← links)
- Testing semiparametric hypotheses in locally stationary processes (Q2852620) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
- Measuring the degree of non-stationarity of a time series (Q6539189) (← links)