Cross validation for locally stationary processes

29 May 2017

Papers citing "Cross validation for locally stationary processes"

3 / 3 papers shown

Title
Inference for Non-Stationary Heavy Tailed Time Series Fumiya Akashi K. Fokianos Junichi Hirukawa 123 0 0 21 Dec 2022
Time-varying first-order autoregressive processes with irregular innovations H. Gruber M. Jirak 54 0 0 23 Jan 2022
Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression Xiucai Ding Zhou Zhou AI4TS 55 2 0 16 Dec 2021