Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Working Paper Series Department of Economics; 16-15
- Event
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Veröffentlichung
- (where)
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Mannheim
- (who)
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Universitätsbibliothek Mannheim
- (when)
-
2016
- Creator
- URN
-
urn:nbn:de:bsz:180-madoc-414388
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:28 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Jentsch, Carsten
- Leucht, Anne
- Meyer, Marco
- Beering, Carina
- Universitätsbibliothek Mannheim
Time of origin
- 2016
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Limit theorems for locally stationary processes
Limit theorems for locally stationary processes
Prediction in locally stationary time series
Limit theorems for locally stationary processes
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
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Multivariate characteristic and correlation functions
Data adaptive inference for locally stationary processes
Nonparametric regression for locally stationary time series
Detecting smooth changes in locally stationary processes
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Locally stationary multiplicative volatility modelling
Limit theorems for locally stationary processes
Limit theorems for locally stationary processes
Prediction in locally stationary time series
Limit theorems for locally stationary processes
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
Multivariate characteristic and correlation functions
Data adaptive inference for locally stationary processes
Nonparametric regression for locally stationary time series