Pages that link to "Item:Q444216"

The following pages link to Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216):

Displaying 11 items.

• A review of empirical likelihood methods for time series (Q466523) (← links)
• An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
• Local likelihood estimation for nonstationary random fields (Q631615) (← links)
• Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871) (← links)
• The empirical likelihood method applied to covariance matrix estimation (Q1048855) (← links)
• A likelihood approximation for locally stationary processes (Q1848853) (← links)
• Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241) (← links)
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
• Likelihood methods for nonstationary time series and random fields (Q2766506) (← links)
• Robust empirical likelihood for time series (Q4997682) (← links)
• AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (Q5357573) (← links)