Palma, Wilfredo; Olea, Ricardo An efficient estimator for locally stationary Gaussian long-memory processes. (English) Zbl 1200.62109 Ann. Stat. 38, No. 5, 2958-2997 (2010). MSC: 62M10 60G15 62M09 65C05 62F12 62G05 PDFBibTeX XMLCite \textit{W. Palma} and \textit{R. Olea}, Ann. Stat. 38, No. 5, 2958--2997 (2010; Zbl 1200.62109) Full Text: DOI arXiv
Dahlhaus, Rainer; Polonik, Wolfgang Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes. (English) Zbl 1114.62034 Ann. Stat. 34, No. 6, 2790-2824 (2006). MSC: 62G05 62M10 62M09 62F30 65C60 60F05 PDFBibTeX XMLCite \textit{R. Dahlhaus} and \textit{W. Polonik}, Ann. Stat. 34, No. 6, 2790--2824 (2006; Zbl 1114.62034) Full Text: DOI arXiv