Nonparametric regression for locally stationary time series

18 February 2013

Papers citing "Nonparametric regression for locally stationary time series"

5 / 5 papers shown

Title
Locally Stationary Functional Time Series Anne van Delft M. Eichler 53 41 0 16 Feb 2016
Mixing properties of ARCH and time-varying ARCH processes Piotr Fryzlewicz S. Subba Rao 88 52 0 10 Feb 2011
Nonparametric inference of quantile curves for nonstationary time series Zhou Zhou 112 39 0 19 Oct 2010
Local linear quantile estimation for nonstationary time series Zhou Zhou Wei Biao Wu 101 138 0 25 Aug 2009
Normalized least-squares estimation in time-varying ARCH models Piotr Fryzlewicz T. Sapatinas S. Subba Rao 79 73 0 04 Apr 2008