Locally stationary long memory estimation

v1v2 (latest)

Locally stationary long memory estimation

29 July 2009

François Roueff

ArXiv (abs)PDF HTML

Papers citing "Locally stationary long memory estimation"

8 / 8 papers shown

Title
Detecting long-range dependence for time-varying linear models Lujia Bai Weichi Wu 86 1 0 15 Oct 2021
Towards a general theory for non-linear locally stationary processes R. Dahlhaus S. Richter Wei Biao Wu 99 83 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 71 2 0 22 Nov 2016
Quantile Spectral Analysis for Locally Stationary Time Series Stefan Birr S. Volgushev Tobias Kley Holger Dette Marc Hallin 195 40 0 17 Apr 2014
Detecting long-range dependence in non-stationary time series Philip Preuss Kemal Sen Holger Dette 87 9 0 28 Dec 2013
Measuring stationarity in long-memory processes Kemal Sen Philip Preuss Holger Dette 86 4 0 14 Mar 2013
Locally Stationary Processes R. Dahlhaus 157 209 0 19 Sep 2011
Moment bounds and central limit theorems for Gaussian subordinated arrays Jean‐Marc Bardet D. Surgailis 164 23 0 25 Apr 2011