Cui, Yan; Levine, Michael; Zhou, Zhou Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach. (English) Zbl 1476.62077 Electron. J. Stat. 15, No. 2, 4264-4294 (2021). MSC: 62G10 62G15 62G05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Electron. J. Stat. 15, No. 2, 4264--4294 (2021; Zbl 1476.62077) Full Text: DOI arXiv Link
Kley, Tobias; Preuß, Philip; Fryzlewicz, Piotr Predictive, finite-sample model choice for time series under stationarity and non-stationarity. (English) Zbl 1432.62323 Electron. J. Stat. 13, No. 2, 3710-3774 (2019). Reviewer: Alexander Lindner (Ulm) MSC: 62M20 62M10 62P20 PDFBibTeX XMLCite \textit{T. Kley} et al., Electron. J. Stat. 13, No. 2, 3710--3774 (2019; Zbl 1432.62323) Full Text: DOI arXiv Euclid
Bardet, Jean-Marc; Doukhan, Paul Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. (English) Zbl 1403.62155 Electron. J. Stat. 12, No. 2, 2323-2354 (2018). MSC: 62M10 62G05 60F05 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{P. Doukhan}, Electron. J. Stat. 12, No. 2, 2323--2354 (2018; Zbl 1403.62155) Full Text: DOI arXiv Euclid
Douc, Randal; Fokianos, Konstantinos; Moulines, Eric Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. (English) Zbl 1366.62173 Electron. J. Stat. 11, No. 2, 2707-2740 (2017). MSC: 62M10 60J05 62M05 PDFBibTeX XMLCite \textit{R. Douc} et al., Electron. J. Stat. 11, No. 2, 2707--2740 (2017; Zbl 1366.62173) Full Text: DOI Euclid
Chen, Likai; Wu, Wei Biao Stability and asymptotics for autoregressive processes. (English) Zbl 1353.62093 Electron. J. Stat. 10, No. 2, 3723-3751 (2016). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{L. Chen} and \textit{W. B. Wu}, Electron. J. Stat. 10, No. 2, 3723--3751 (2016; Zbl 1353.62093) Full Text: DOI Euclid
Blasques, Francisco; Koopman, Siem Jan; Lucas, André Stationarity and ergodicity of univariate generalized autoregressive score processes. (English) Zbl 1309.60034 Electron. J. Stat. 8, No. 1, 1088-1112 (2014). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G10 62M10 91B84 PDFBibTeX XMLCite \textit{F. Blasques} et al., Electron. J. Stat. 8, No. 1, 1088--1112 (2014; Zbl 1309.60034) Full Text: DOI Euclid
Eckley, Idris A.; Nason, Guy P. Spectral correction for locally stationary Shannon wavelet processes. (English) Zbl 1282.62210 Electron. J. Stat. 8, 184-200 (2014). MSC: 62M15 62M10 65C60 62P12 PDFBibTeX XMLCite \textit{I. A. Eckley} and \textit{G. P. Nason}, Electron. J. Stat. 8, No. 1, 184--200 (2014; Zbl 1282.62210) Full Text: DOI Euclid
Killick, R.; Eckley, I. A.; Jonathan, P. A wavelet-based approach for detecting changes in second order structure within nonstationary time series. (English) Zbl 1337.62269 Electron. J. Stat. 7, 1167-1183 (2013). MSC: 62M10 42C40 62M07 62P12 PDFBibTeX XMLCite \textit{R. Killick} et al., Electron. J. Stat. 7, 1167--1183 (2013; Zbl 1337.62269) Full Text: DOI Euclid