Pages that link to "Item:Q5220361"
From MaRDI portal
The following pages link to On the Estimation of Locally Stationary Long-Memory Processes (Q5220361):
Displaying 12 items.
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Inference for time-varying signals using locally stationary processes (Q1631413) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Parameter estimation of stochastic process with long-range dependence and intermittency (Q2759336) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- (Q3677003) (← links)
- ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773) (← links)
- Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
