Found 12 Documents (Results 1–12)
Estimation, inference, and empirical analysis for time-varying VAR models. (English) Zbl 1531.62130
MSC:
62P20
Nonparametric regression for locally stationary random fields under stochastic sampling design. (English) Zbl 07526583
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model. (English) Zbl 07414269
A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092
Local stationarity and time-inhomogeneous Markov chains. (English) Zbl 1429.62372
Reviewer: Jonas Šiaulys (Vilnius)
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