Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: Beiträge zur Statistik > Beiträge ; 60

Event: Veröffentlichung

(where): Amsterdam

(who): Elsevier

(when): 2016

Event: Veröffentlichung

(where): Heidelberg

(who): Universitätsbibliothek Heidelberg

(when): 2016

Creator: Dahlhaus, Rainer
Neumann, Michael H.

DOI: 10.11588/heidok.00020767

URN: urn:nbn:de:bsz:16-heidok-207676

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:48 PM CET

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Associated

Dahlhaus, Rainer
Neumann, Michael H.
Elsevier
Universitätsbibliothek Heidelberg

Time of origin

2016

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Cross-fitting and fast remainder rates for semiparametric estimation

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High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model

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Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series

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Other Objects (12)

Locally robust semiparametric estimation

Locally robust semiparametric estimation

Fitting Time Series Models to Nonstationary Processes

Testing semiparametric hypotheses in locally stationary processes

Locally adaptive confidence bands

Locally Adaptive Regression Splines

Cross-fitting and fast remainder rates for semiparametric estimation

Adaptive Testing for Cointegration with Nonstationary Volatility

High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model

High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model

Efficient and adaptive estimation for semiparametric models

Data adaptive inference for locally stationary processes

Locally robust semiparametric estimation

Locally robust semiparametric estimation

Fitting Time Series Models to Nonstationary Processes

Testing semiparametric hypotheses in locally stationary processes

Locally adaptive confidence bands

Locally Adaptive Regression Splines

Cross-fitting and fast remainder rates for semiparametric estimation

Adaptive Testing for Cointegration with Nonstationary Volatility

High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model

High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model

Efficient and adaptive estimation for semiparametric models

Data adaptive inference for locally stationary processes

Locally robust semiparametric estimation

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Fitting Time Series Models to Nonstationary Processes

Testing semiparametric hypotheses in locally stationary processes

Locally adaptive confidence bands

Locally Adaptive Regression Splines

Cross-fitting and fast remainder rates for semiparametric estimation

Adaptive Testing for Cointegration with Nonstationary Volatility

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High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model

Efficient and adaptive estimation for semiparametric models

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