The SLEX Model of a Non-Stationary Random Process
Year of publication: |
2002
|
---|---|
Authors: | Ombao, Hernando ; Raz, Jonathan ; Sachs, Rainer von ; Guo, Wensheng |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 54.2002, 1, p. 171-200
|
Publisher: |
Springer |
Subject: | Bootstrap | Fourier functions | Haar wavelet representation | locally stationary time series | periodograms | SLEX functions | spectral estimation | stationary time series |
-
The bootstrap does not alwayswork for heteroscedasticmodels
Shimizu, Kenichi, (2013)
-
On bootstrapping Kernel spectral estimates
Franke, J., (1987)
-
Locally stationary volatility modelling
VAN BELLEGEM, Sébastien, (2011)
- More ...
-
The SLEX Model of a Non-Stationary Random Process
Ombao, Hernando, (2002)
-
Theory and Methods - SLEX Analysis of Multivariate Nonstationary Time Series
Ombao, Hernando, (2005)
-
SLEX Analysis of Multivariate Nonstationary Time Series
Ombao, Hernando, (2005)
- More ...