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
Pešta, Michal; Wendler, Martin Nuisance-parameter-free changepoint detection in non-stationary series. (English) Zbl 1447.62021 Test 29, No. 2, 379-408 (2020). MSC: 62F03 62E20 62F05 62M10 60G12 62F12 62P05 62P35 PDFBibTeX XMLCite \textit{M. Pešta} and \textit{M. Wendler}, Test 29, No. 2, 379--408 (2020; Zbl 1447.62021) Full Text: DOI arXiv
Lindgren, Finn Comments on: “Comparing and selecting spatial predictors using local criteria”. (English) Zbl 1320.62206 Test 24, No. 1, 35-44 (2015). MSC: 62M30 62H11 62M20 62B10 62P12 PDFBibTeX XMLCite \textit{F. Lindgren}, Test 24, No. 1, 35--44 (2015; Zbl 1320.62206) Full Text: DOI Link
Hudson, Brent G.; Gerlach, Richard H. A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models. (English) Zbl 1367.62257 Test 17, No. 3, 606-627 (2008). MSC: 62M10 62F15 62P20 PDFBibTeX XMLCite \textit{B. G. Hudson} and \textit{R. H. Gerlach}, Test 17, No. 3, 606--627 (2008; Zbl 1367.62257) Full Text: DOI
García-Soidán, Pilar Asymptotic normality of the Nadaraya-Watson semivariogram estimators. (English) Zbl 1131.62075 Test 16, No. 3, 479-503 (2007). MSC: 62M09 62G20 62G05 62G15 65C60 PDFBibTeX XMLCite \textit{P. García-Soidán}, Test 16, No. 3, 479--503 (2007; Zbl 1131.62075) Full Text: DOI