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Locally stationary long memory estimation
29 July 2009
François Roueff
R. Sachs
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Papers citing
"Locally stationary long memory estimation"
8 / 8 papers shown
Detecting long-range dependence for time-varying linear models
Lujia Bai
Weichi Wu
401
1
0
15 Oct 2021
Towards a general theory for non-linear locally stationary processes
R. Dahlhaus
S. Richter
Wei Biao Wu
269
91
0
10 Apr 2017
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities
Stefan Birr
Holger Dette
Marc Hallin
Tobias Kley
S. Volgushev
223
3
0
22 Nov 2016
Quantile Spectral Analysis for Locally Stationary Time Series
Stefan Birr
S. Volgushev
Tobias Kley
Holger Dette
Marc Hallin
547
47
0
17 Apr 2014
Detecting long-range dependence in non-stationary time series
Philip Preuss
Kemal Sen
Holger Dette
230
10
0
28 Dec 2013
Measuring stationarity in long-memory processes
Kemal Sen
Philip Preuss
Holger Dette
179
4
0
14 Mar 2013
Locally Stationary Processes
R. Dahlhaus
403
220
0
19 Sep 2011
Moment bounds and central limit theorems for Gaussian subordinated arrays
Jean‐Marc Bardet
D. Surgailis
435
24
0
25 Apr 2011
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