Towards a general theory for non-linear locally stationary processes

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Towards a general theory for non-linear locally stationary processes

10 April 2017

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Papers citing "Towards a general theory for non-linear locally stationary processes"

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Title
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference Xiucai Ding Zhou Zhou 67 2 0 28 Jan 2024
Inference for Non-Stationary Heavy Tailed Time Series Fumiya Akashi K. Fokianos Junichi Hirukawa 98 0 0 21 Dec 2022
Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression Xiucai Ding Zhou Zhou AI4TS 37 2 0 16 Dec 2021
Empirical process theory for nonsmooth functions under functional dependence Nathawut Phandoidaen S. Richter 40 1 0 19 Aug 2021
On the estimation of locally stationary functional time series Daisuke Kurisu 60 6 0 25 May 2021
Nonparametric regression for locally stationary functional time series Daisuke Kurisu 77 10 0 17 May 2021
Empirical process theory for locally stationary processes Nathawut Phandoidaen S. Richter 58 7 0 11 Jul 2020
Contrast estimation of general locally stationary processes using coupling Jean‐Marc Bardet P. Doukhan Olivier Wintenberger 32 11 0 15 May 2020
Nonparametric regression for locally stationary random fields under stochastic sampling design Daisuke Kurisu 64 14 0 13 May 2020
Deviation inequalities for separately Lipschitz functionals of composition of random functions J. Dedecker P. Doukhan Xiequan Fan 41 5 0 03 Jul 2019
Efficient semiparametric estimation in time-varying regression models Lionel Truquet 23 2 0 17 Jul 2017
A perturbation analysis of some Markov chains models with time-varying parameters Lionel Truquet 21 3 0 10 Jun 2017
Cross validation for locally stationary processes S. Richter R. Dahlhaus 71 26 0 29 May 2017