Pages that link to "Item:Q4255270"
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The following pages link to On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series (Q4255270):
Displaying 24 items.
- The local partial autocorrelation function and some applications (Q87410) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Large deviations for quadratic forms of locally stationary processes (Q697451) (← links)
- An angular-linear time series model for waveheight prediction (Q734408) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- On adaptive covariance and spectrum estimation of locally stationary multivariate processes (Q2409117) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- Quantification of synchronization processes by coherence and phase and its application in analysis of electrophysiological signals (Q2708533) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Prediction of weakly locally stationary processes by auto-regression (Q4962123) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
- Modelling and Prediction of Financial Time Series (Q5419653) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
