v1v2 (latest)

Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications

1 December 2021

Papers citing "Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications"

4 / 4 papers shown

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
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations Yunyi Zhang 42 1 0 11 Oct 2023
Inverse covariance operators of multivariate nonstationary time series J. Krampe S. Subba Rao 88 0 0 02 Feb 2022
Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression Xiucai Ding Zhou Zhou AI4TS 32 2 0 16 Dec 2021