Predictive, finite-sample model choice for time series under stationarity and non-stationarity

14 November 2016

Papers citing "Predictive, finite-sample model choice for time series under stationarity and non-stationarity"

5 / 5 papers shown

Title
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference Xiucai Ding Zhou Zhou 43 2 0 28 Jan 2024
Graphical models for nonstationary time series Sumanta Basu S. Subba Rao 95 6 0 17 Sep 2021
Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain S. Subba Rao Junho Yang 10 17 0 20 Jan 2020
Prediction in locally stationary time series Holger Dette Weichi Wu 38 21 0 02 Jan 2020
Nonparametric regression for locally stationary time series M. Vogt AI4TS 50 160 0 18 Feb 2013