Locally Stationary Processes

Handbook of Statistics

Volumn 30, Issue , 2012, Pages 351-413

  Dahlhaus, Rainer ^a  

^a UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

Derivative process; Empirical spectral process; Local likelihood; Locally stationary process; Shape curve; Time varying autoregressive process; Time varying parameter; Time varying spectral density

Indexed keywords

EID: 84861367503     PISSN: 01697161     EISSN: None     Source Type: Book Series    
DOI: 10.1016/B978-0-444-53858-1.00013-2     Document Type: Chapter

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