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Empirical spectral processes for locally stationary time series

Empirical spectral processes for locally stationary time series

9 February 2009
R. Dahlhaus
W. Polonik
ArXivPDFHTML

Papers citing "Empirical spectral processes for locally stationary time series"

1 / 1 papers shown
Title
Nonparametric quasi-maximum likelihood estimation for Gaussian locally
  stationary processes
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
R. Dahlhaus
W. Polonik
136
87
0
01 Aug 2007
1