Communities
Connect sessions
AI calendar
Organizations
Join Slack
Contact Sales

Terms and Conditions

Twitter GitHub LinkedIn Bluesky Youtube

© 2026 ResearchTrend.AI, All rights reserved.

Home
Papers
1602.01942
Cited By

Prediction of weakly locally stationary processes by auto-regression

v1v2v3 (latest)

Prediction of weakly locally stationary processes by auto-regression

5 February 2016

François Roueff

Andrés Sánchez-Pérez

ArXiv (abs)PDF HTML

Papers citing "Prediction of weakly locally stationary processes by auto-regression"

4 / 4 papers shown

Auto-Regressive Approximations to Non-stationary Time Series, with
Inference and Applications

Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications

236

5

0

01 Dec 2021

Prediction in locally stationary time series

Prediction in locally stationary time seriesJournal of business & economic statistics (JBES), 2020

348

24

0

02 Jan 2020

Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary
Time Series And A Test for Its Stability

Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability

222

2

0

30 Dec 2019

Predictive, finite-sample model choice for time series under
stationarity and non-stationarity

Predictive, finite-sample model choice for time series under stationarity and non-stationarity

Piotr Fryzlewicz

390

17

0

14 Nov 2016

Page 1 of 1