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Prediction of weakly locally stationary processes by auto-regression

5 February 2016

François Roueff

Papers citing "Prediction of weakly locally stationary processes by auto-regression"

4 / 4 papers shown

Title
Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications Xiucai Ding Zhou Zhou AI4TS 37 5 0 01 Dec 2021
Prediction in locally stationary time series Holger Dette Weichi Wu 69 21 0 02 Jan 2020
Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability Xiucai Ding Zhou Zhou AI4TS 35 2 0 30 Dec 2019
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