Ferreira, Guillermo; Mateu, Jorge; Vilar, Jose A.; Muñoz, Joel Bootstrapping regression models with locally stationary disturbances. (English) Zbl 1474.62184 Test 30, No. 2, 341-363 (2021). MSC: 62H12 62J05 62M10 PDFBibTeX XMLCite \textit{G. Ferreira} et al., Test 30, No. 2, 341--363 (2021; Zbl 1474.62184) Full Text: DOI
Ferreira, Guillermo; Piña, Nicolas; Porcu, Emilio Estimation of slowly time-varying trend function in long memory regression models. (English) Zbl 07192638 J. Stat. Comput. Simulation 88, No. 10, 1903-1920 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 88, No. 10, 1903--1920 (2018; Zbl 07192638) Full Text: DOI
Ferreira, Guillermo; Navarrete, Jean P.; Rodríguez-Cortés, Francisco J.; Mateu, Jorge Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach. (English) Zbl 07192071 J. Stat. Comput. Simulation 87, No. 12, 2430-2449 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 87, No. 12, 2430--2449 (2017; Zbl 07192071) Full Text: DOI
Ferreira, Guillermo; Olea, Ricardo; Palma, Wilfredo Statistical analysis of locally stationary processes. (English) Zbl 1449.62182 Chil. J. Stat. 4, No. 2, 133-149 (2013). MSC: 62M10 60G15 62M20 PDFBibTeX XMLCite \textit{G. Ferreira} et al., Chil. J. Stat. 4, No. 2, 133--149 (2013; Zbl 1449.62182) Full Text: Link
Ferreira, Guillermo; Rodríguez, Alejandro; Lagos, Bernardo Kalman filter estimation for a regression model with locally stationary errors. (English) Zbl 1348.62133 Comput. Stat. Data Anal. 62, 52-69 (2013). MSC: 62G08 62G10 62M10 PDFBibTeX XMLCite \textit{G. Ferreira} et al., Comput. Stat. Data Anal. 62, 52--69 (2013; Zbl 1348.62133) Full Text: DOI Link