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Local stationarity and time-inhomogeneous Markov chains

Local stationarity and time-inhomogeneous Markov chains

5 October 2016
Lionel Truquet
ArXivPDFHTML

Papers citing "Local stationarity and time-inhomogeneous Markov chains"

2 / 2 papers shown
Title
Inference for Non-Stationary Heavy Tailed Time Series
Inference for Non-Stationary Heavy Tailed Time Series
Fumiya Akashi
K. Fokianos
Junichi Hirukawa
28
0
0
21 Dec 2022
Nonparametric regression for locally stationary time series
Nonparametric regression for locally stationary time series
M. Vogt
AI4TS
53
160
0
18 Feb 2013
1