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05/10/2021
Statistical inference for continuous-time locally stationary processes using stationary approximations
We establish asymptotic properties of M-estimators, defined in terms of ...
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05/01/2021
Approximations and asymptotics of continuous-time locally stationary processes
We introduce a general theory on stationary approximations for locally s...
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04/28/2021
Continuous-time locally stationary time series models
We adapt the classical definition of locally stationary processes in dis...
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07/21/2020