Two-step estimation of time-varying additive model for locally stationary time series.

Lixia Hu Tao Huang Jinhong You

Published in: Comput. Stat. Data Anal. (2019)

Keyphrases

additive model
non stationary
monte carlo simulation
estimation process
linear model
accurate estimation
dynamic time warping
parameter estimation
monte carlo
semi parametric
machine learning
bayesian networks
density estimation
autoregressive
moving average
quasi periodic