v1v2 (latest)

Locally Stationary Processes

19 September 2011

Papers citing "Locally Stationary Processes"

38 / 38 papers shown

Title
Online Conformal Model Selection for Nonstationary Time Series Shibo Li Yao Zheng 28 0 0 05 Jun 2025
Degree-Optimized Cumulative Polynomial Kolmogorov-Arnold Networks Mathew Vanherreweghe Lirandë Pira Patrick Rebentrost 210 0 0 21 May 2025
Bounds in Wasserstein Distance for Locally Stationary Functional Time Series Jan Nino G. Tinio Mokhtar Z. Alaya Salim Bouzebda 118 0 0 08 Apr 2025
TrendLSW: Trend and Spectral Estimation of Nonstationary Time Series in R Euan T. McGonigle Rebecca Killick Matthew A. Nunes 34 0 0 07 Jun 2024
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference Xiucai Ding Zhou Zhou 67 2 0 28 Jan 2024
Unveil Sleep Spindles with Concentration of Frequency and Time Riki Shimizu Hau-tieng Wu 103 0 0 27 Oct 2023
Continuous Time Locally Stationary Wavelet Processes Henry A. Palasciano M. Knight Guy Nason 22 0 0 19 Oct 2023
Locally Stationary Graph Processes Abdullah Canbolat Elif Vural 53 1 0 04 Sep 2023
A bootstrap functional central limit theorem for time-varying linear processes Carina Beering Anne Leucht 48 1 0 30 Sep 2022
Statistics for Heteroscedastic Time Series Extremes Axel Bücher Tobias Jennessen 23 3 0 20 Apr 2022
Learning Fast and Slow for Online Time Series Forecasting Quang Pham Chenghao Liu Doyen Sahoo Guosheng Lin TTA AI4TS 62 35 0 23 Feb 2022
Time-varying first-order autoregressive processes with irregular innovations H. Gruber M. Jirak 27 0 0 23 Jan 2022
Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications Xiucai Ding Zhou Zhou AI4TS 27 5 0 01 Dec 2021
Change-Point Analysis of Time Series with Evolutionary Spectra A. Casini Pierre Perron 14 11 0 03 Jun 2021
Statistical inference for continuous-time locally stationary processes using stationary approximations Bennet Ströh 25 2 0 10 May 2021
Asymptotics of time-varying processes in continuous-time using locally stationary approximations R. Stelzer Bennet Ströh 48 0 0 01 May 2021
Continuous-time locally stationary time series models Annemarie Bitter R. Stelzer Bennet Ströh 17 4 0 28 Apr 2021
Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models A. Casini 16 22 0 04 Mar 2021
Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings F. Belotti A. Casini Leopoldo Catania S. Grassi Pierre Perron 13 4 0 26 Feb 2021
Smooth Online Parameter Estimation for time varying VAR models with application to rat's LFP data Anass El Yaagoubi Bourakna M. Pinto Norbert Fortin H. Ombao AI4TS 16 1 0 24 Feb 2021
Simultaneous inference for time-varying models Sayar Karmakar S. Richter Wei Biao Wu 56 36 0 26 Nov 2020
Time-varying auto-regressive models for count time-series Arkaprava Roy Sayar Karmakar 10 8 0 13 Sep 2020
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data Aramayis Dallakyan Mohsen Pourahmadi 31 2 0 22 Jul 2020
Indirect inference for locally stationary ARMA processes with stable innovations S. Chou-Chen P. Morettin 10 2 0 21 Jun 2020
Contrast estimation of general locally stationary processes using coupling Jean‐Marc Bardet P. Doukhan Olivier Wintenberger 22 11 0 15 May 2020
The Local Partial Autocorrelation Function and Some Applications Rebecca Killick M. Knight Guy Nason I. Eckley 13 12 0 27 Apr 2020
Multivariate Locally Stationary Wavelet Process Analysis with the mvLSW R Package Simon A. C. Taylor Timothy Park I. Eckley 37 6 0 23 Oct 2018
EigenNetworks Jonathan Mei J. M. F. Moura AI4TS 16 0 0 05 Jun 2018
A perturbation analysis of some Markov chains models with time-varying parameters Lionel Truquet 14 3 0 10 Jun 2017
Non-parametric estimation of time varying AR(1)--processes with local stationarity and periodicity Jean‐Marc Bardet P. Doukhan 76 9 0 29 May 2017
Cross validation for locally stationary processes S. Richter R. Dahlhaus 66 26 0 29 May 2017
Towards a general theory for non-linear locally stationary processes R. Dahlhaus S. Richter Wei Biao Wu 51 82 0 10 Apr 2017
Predictive, finite-sample model choice for time series under stationarity and non-stationarity Tobias Kley Philip Preuss Piotr Fryzlewicz 66 16 0 14 Nov 2016
Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models Xin Ding Ziyi Qiu Xiaohui Chen 86 14 0 14 Apr 2016
Prediction of weakly locally stationary processes by auto-regression François Roueff Andrés Sánchez-Pérez 30 17 0 05 Feb 2016
On Locally Dyadic Stationary Processes T. Moysiadis K. Fokianos 44 3 0 23 Apr 2015
Quantile Spectral Analysis for Locally Stationary Time Series Stefan Birr S. Volgushev Tobias Kley Holger Dette Marc Hallin 157 40 0 17 Apr 2014
Testing for stationarity in multivariate locally stationary processes R. Puchstein Philip Preuss 76 11 0 05 Dec 2013