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Parameter estimation in time series analysis
Spokojnyj, Vladimir G. - 2009
Persistent link: https://www.econbiz.de/10003823733
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Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav - 2008
Persistent link: https://www.econbiz.de/10003809691
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Locally time homogeneous time series modelling
Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008
Persistent link: https://www.econbiz.de/10003805435