locally stationary time series Latest Research Papers

2021 ◽

pp. 1-31

Author(s):

Jiyanglin Li ◽

Tao Li

Keyword(s):

Time Series ◽

Additive Model ◽

Stationary Time Series ◽

Time Varying ◽

Stationary Time ◽

Autoregressive Errors ◽

Locally Stationary Time Series

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Multi‐step‐ahead Prediction Interval for Locally Stationary Time Series with Application to Air Pollutants Concentration Data

Stat ◽

10.1002/sta4.411 ◽

2021 ◽

Author(s):

Jie Li ◽

Qirui Hu ◽

Fengying Zhang

Keyword(s):

Time Series ◽

Air Pollutants ◽

Prediction Interval ◽

Stationary Time Series ◽

Concentration Data ◽

Stationary Time ◽

Locally Stationary Time Series

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Prediction in Locally Stationary Time Series

Journal of Business and Economic Statistics ◽

10.1080/07350015.2020.1819296 ◽

2020 ◽

pp. 1-12

Author(s):

Holger Dette ◽

Weich Wu

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Stationary Time ◽

Locally Stationary Time Series

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Predictive Inference for Locally Stationary Time Series With an Application to Climate Data

Journal of the American Statistical Association ◽

10.1080/01621459.2019.1708368 ◽

2020 ◽

pp. 1-16

Author(s):

Srinjoy Das ◽

Dimitris N. Politis

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Predictive Inference ◽

Climate Data ◽

Stationary Time ◽

Locally Stationary Time Series

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Statistical inference of time-varying single-index coefficient models for locally stationary time series

Scientia Sinica Mathematica ◽

10.1360/n012018-00137 ◽

2019 ◽

Vol 50 (11) ◽

pp. 1609

Author(s):

You Jinhong ◽

Hu Jianhua ◽

Liu Liangyuan ◽

Li Tao

Keyword(s):

Time Series ◽

Statistical Inference ◽

Stationary Time Series ◽

Time Varying ◽

Single Index ◽

Stationary Time ◽

Locally Stationary Time Series

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Walsh Fourier Transform of Locally Stationary Time Series

Journal of Time Series Analysis ◽

10.1111/jtsa.12509 ◽

2019 ◽

Vol 41 (2) ◽

pp. 312-340

Author(s):

Zhelin Huang ◽

Ngai Hang Chan

Keyword(s):

Time Series ◽

Fourier Transform ◽

Stationary Time Series ◽

Stationary Time ◽

Locally Stationary Time Series

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A nonparametric approach to detecting changes in variance in locally stationary time series

Environmetrics ◽

10.1002/env.2576 ◽

2019 ◽

Vol 31 (1) ◽

Author(s):

J.‐L. Chapman ◽

I. A. Eckley ◽

R. Killick

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Nonparametric Approach ◽

Stationary Time ◽

Locally Stationary Time Series

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Two-step estimation of time-varying additive model for locally stationary time series

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2018.08.023 ◽

2019 ◽

Vol 130 ◽

pp. 94-110

Author(s):

Lixia Hu ◽

Tao Huang ◽

Jinhong You

Keyword(s):

Time Series ◽

Additive Model ◽

Stationary Time Series ◽

Time Varying ◽

Stationary Time ◽

Two Step Estimation ◽

Estimation Of Time ◽

Locally Stationary Time Series

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Quantile spectral analysis for locally stationary time series

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/rssb.12231 ◽

2017 ◽

Vol 79 (5) ◽

pp. 1619-1643 ◽

Cited By ~ 13

Author(s):

Stefan Birr ◽

Stanislav Volgushev ◽

Tobias Kley ◽

Holger Dette ◽

Marc Hallin

Keyword(s):

Time Series ◽

Spectral Analysis ◽

Stationary Time Series ◽

Stationary Time ◽

Locally Stationary Time Series

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Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

Statistics & Probability Letters ◽

10.1016/j.spl.2015.03.003 ◽

2015 ◽

Vol 101 ◽

pp. 54-63 ◽

Cited By ~ 2

Author(s):

J. Krampe ◽

J.-P. Kreiss ◽

E. Paparoditis

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Wild Bootstrap ◽

Trend Estimation ◽

Stationary Time ◽

Locally Stationary Time Series

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locally stationary time series
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Time-varying additive model with autoregressive errors for locally stationary time series

Multi‐step‐ahead Prediction Interval for Locally Stationary Time Series with Application to Air Pollutants Concentration Data

Prediction in Locally Stationary Time Series

Predictive Inference for Locally Stationary Time Series With an Application to Climate Data

Statistical inference of time-varying single-index coefficient models for locally stationary time series

Walsh Fourier Transform of Locally Stationary Time Series

A nonparametric approach to detecting changes in variance in locally stationary time series

Two-step estimation of time-varying additive model for locally stationary time series

Quantile spectral analysis for locally stationary time series

Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

Export Citation Format

locally stationary time seriesRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Time-varying additive model with autoregressive errors for locally stationary time series

Multi‐step‐ahead Prediction Interval for Locally Stationary Time Series with Application to Air Pollutants Concentration Data

Prediction in Locally Stationary Time Series

Predictive Inference for Locally Stationary Time Series With an Application to Climate Data

Statistical inference of time-varying single-index coefficient models for locally stationary time series

Walsh Fourier Transform of Locally Stationary Time Series

A nonparametric approach to detecting changes in variance in locally stationary time series

Two-step estimation of time-varying additive model for locally stationary time series

Quantile spectral analysis for locally stationary time series

Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

locally stationary time series
Recently Published Documents