Local stationarity and time-inhomogeneous Markov chains

5 October 2016

Papers citing "Local stationarity and time-inhomogeneous Markov chains"

7 / 7 papers shown

Title
Inference for Non-Stationary Heavy Tailed Time Series Fumiya Akashi K. Fokianos Junichi Hirukawa 123 0 0 21 Dec 2022
On the estimation of locally stationary functional time series Daisuke Kurisu 83 6 0 25 May 2021
Nonparametric regression for locally stationary functional time series Daisuke Kurisu 95 10 0 17 May 2021
Contrast estimation of general locally stationary processes using coupling Jean‐Marc Bardet P. Doukhan Olivier Wintenberger 32 11 0 15 May 2020
Nonparametric regression for locally stationary random fields under stochastic sampling design Daisuke Kurisu 88 14 0 13 May 2020
A perturbation analysis of some Markov chains models with time-varying parameters Lionel Truquet 28 3 0 10 Jun 2017
Towards a general theory for non-linear locally stationary processes R. Dahlhaus S. Richter Wei Biao Wu 88 83 0 10 Apr 2017