Chan, Ngai Hang; Palma, Wilfredo On the estimation of locally stationary long-memory processes. (English) Zbl 1444.62101 Stat. Sin. 30, No. 1, 111-134 (2020). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{W. Palma}, Stat. Sin. 30, No. 1, 111--134 (2020; Zbl 1444.62101) Full Text: DOI
Vicuña, M. Ignacia; Palma, Wilfredo; Olea, Ricardo Minimum distance estimation of locally stationary moving average processes. (English) Zbl 1496.62146 Comput. Stat. Data Anal. 140, 1-20 (2019). MSC: 62M09 60G10 PDFBibTeX XMLCite \textit{M. I. Vicuña} et al., Comput. Stat. Data Anal. 140, 1--20 (2019; Zbl 1496.62146) 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
Palma, Wilfredo; Olea, Ricardo An efficient estimator for locally stationary Gaussian long-memory processes. (English) Zbl 1200.62109 Ann. Stat. 38, No. 5, 2958-2997 (2010). MSC: 62M10 60G15 62M09 65C05 62F12 62G05 PDFBibTeX XMLCite \textit{W. Palma} and \textit{R. Olea}, Ann. Stat. 38, No. 5, 2958--2997 (2010; Zbl 1200.62109) Full Text: DOI arXiv
Palma, Wilfredo On the sample mean of locally stationary long-memory processes. (English) Zbl 1233.62160 J. Stat. Plann. Inference 140, No. 12, 3764-3774 (2010). MSC: 62M10 62M09 60F05 62M15 65C60 PDFBibTeX XMLCite \textit{W. Palma}, J. Stat. Plann. Inference 140, No. 12, 3764--3774 (2010; Zbl 1233.62160) Full Text: DOI Link