Contrast estimation of general locally stationary processes using
coupling

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Contrast estimation of general locally stationary processes using coupling

15 May 2020

Jean‐Marc Bardet

Olivier Wintenberger

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Papers citing "Contrast estimation of general locally stationary processes using coupling"

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Title
Efficient and Consistent Data-Driven Model Selection for Time Series Jean‐Marc Bardet Kamila Kare William Kengne 51 4 0 19 Oct 2021
Statistical inference for continuous-time locally stationary processes using stationary approximations Bennet Ströh 27 2 0 10 May 2021
Asymptotics of time-varying processes in continuous-time using locally stationary approximations R. Stelzer Bennet Ströh 50 0 0 01 May 2021
Continuous-time locally stationary time series models Annemarie Bitter R. Stelzer Bennet Ströh 19 4 0 28 Apr 2021
Multivariate time series models for mixed data Zinsou Max Debaly Lionel Truquet 8 11 0 02 Apr 2021