Bennet Ströh
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stationary approximations
Talk on Locally Stationary Processes -- From Approximations to Statistical Inference
Introductary talk to continuous-time locally stationary processes.
Oct 1, 2021 12:00 PM
Bennet Ströh
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Statistical inference for continuous-time locally stationary processes using stationary approximations
We establish asymptotic properties of M-estimator based on observations from a continuous-time locally stationary process. Simulation studies show the applicability of the estimation procedures.
Bennet Ströh
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Approximations and asymptotics of continuous-time locally stationary processes
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use θ-weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer
,
Bennet Ströh
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