Hochschulschrift
The moving Fourier transformation of locally stationary processes with application to bootstrap procedures
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Karlsruhe, Karlsruher Institut für Technologie (KIT), Diss., 2014
- Classification
-
Mathematik
- Event
-
Veröffentlichung
- (where)
-
Karlsruhe
- (who)
-
KIT-Bibliothek
- (when)
-
2014
- Creator
- URN
-
urn:nbn:de:swb:90-408050
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:53 PM CET
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.
Object type
- Hochschulschrift
Associated
- Lindner, Franziska
- KIT-Bibliothek
Time of origin
- 2014
Other Objects (12)
Locally stationary multiplicative volatility modelling
Bootstrap procedures for time series
Limit theorems for locally stationary processes
Limit theorems for locally stationary processes
Prediction in locally stationary time series
Sieve bootstrap for strongly dependent stationary processes
A Functional Central Limit Theorem and its Bootstrap Analogue for Locally Stationary Processes with Application to Independence Testing
Detecting smooth changes in locally stationary processes
Detecting changes in locally stationary time series
Nonparametric Estimation of Locally Stationary Hawkes Processes
Data adaptive inference for locally stationary processes
Nonparametric regression for locally stationary time series
Locally stationary multiplicative volatility modelling
Bootstrap procedures for time series
Limit theorems for locally stationary processes
Limit theorems for locally stationary processes
Prediction in locally stationary time series
Sieve bootstrap for strongly dependent stationary processes
A Functional Central Limit Theorem and its Bootstrap Analogue for Locally Stationary Processes with Application to Independence Testing
Detecting smooth changes in locally stationary processes
Detecting changes in locally stationary time series
Nonparametric Estimation of Locally Stationary Hawkes Processes
Data adaptive inference for locally stationary processes
Nonparametric regression for locally stationary time series
Locally stationary multiplicative volatility modelling
Bootstrap procedures for time series
Limit theorems for locally stationary processes
Limit theorems for locally stationary processes
Prediction in locally stationary time series
Sieve bootstrap for strongly dependent stationary processes
A Functional Central Limit Theorem and its Bootstrap Analogue for Locally Stationary Processes with Application to Independence Testing
Detecting smooth changes in locally stationary processes
Detecting changes in locally stationary time series
Nonparametric Estimation of Locally Stationary Hawkes Processes
Data adaptive inference for locally stationary processes