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ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES - MaRDI portal

ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541)

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scientific article; zbMATH DE number 7785626

Language	Label	Description	Also known as
English	ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES	scientific article; zbMATH DE number 7785626

Statements

scholarly article

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ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (English)

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Econometric Theory

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publication date

9 January 2024

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full work available at URL

https://arxiv.org/abs/1902.10381

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MaRDI profile type

MaRDI publication profile

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Modelling volatility by variance decomposition

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Specification and testing of multiplicative time-varying GARCH models with applications

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Sequential Adaptive Estimators in Nonparametric Autoregressive Models

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Sequential robust estimation for nonparametric autoregressive models

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On parameter estimation for locally stationary long-memory processes

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Fitting time series models to nonstationary processes

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On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series

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Towards a general theory for nonlinear locally stationary processes

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Statistical inference for time-varying ARCH processes

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Probability and moment inequalities for sums of weakly dependent random variables, with applications

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Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

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Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes

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Optimal bandwidth selection in nonparametric regression function estimation

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Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes

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Estimation of semiparametric locally stationary diffusion models

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Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors

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Adaptive covariance estimation of locally stationary processes

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On adaptive covariance and spectrum estimation of locally stationary multivariate processes

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Cross validation for locally stationary processes

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Locally stationary Hawkes processes

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On some nonstationary, nonlinear random processes and their stationary approximations

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Nonparametric regression for locally stationary time series

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Nonlinear system theory: Another look at dependence

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Asymptotic theory for stationary processes

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Gaussian approximations for non-stationary multiple time series

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Local linear quantile estimation for nonstationary time series

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Identifiers

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10.1017/s0266466622000500

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6145541

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