gesis-ssoar-23349

Property	Value
?:abstract	The time varying empirical spectral measure plays a major role in the treatment of inference problems for locally stationary processes. The properties of the empirical spectral measure and related statistics are studied - both when its index function is fixed or dependent on the sample size. In particular we prove a general central limit theorem. Several applications and examples are given including semiparametric Whittle estimation, local least squares estimation and spectral density estimation. (xsd:string)
?:contributor	<https://data.gesis.org/gesiskg/resource/gesis-ssoar-23349_Dahlhaus_Rainer>
?:dateModified	2009 (xsd:gyear)
?:datePublished	2009 (xsd:gyear)
?:doi	10.1016/j.jeconom.2009.03.002 ()
?:duplicate	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-23349_gesis-ssoar-23349>
?:hasFulltext	true (xsd:boolean)
is ?:hasPart of	<https://data.gesis.org/gesiskg/resource/>
?:inLanguage	en (xsd:string)
?:isPartOf	<https://data.gesis.org/gesiskg/resource/Journal_of_Econometrics>
?:issueNumber	2 (xsd:string)
?:linksDOI	<https://doi.org/10.1016/j.jeconom.2009.03.002>
?:linksURN	<http://nbn-resolving.de/urn%3Anbn%3Ade%3A0168-ssoar-233498>
is ?:mainEntity of	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-23349_gesis-ssoar-23349>
?:name	Local inference for locally stationary time series based on the empirical spectral measure (xsd:string)
?:provider	<http://www.peerproject.eu/> <https://data.gesis.org/gesiskg/resource/SSOAR_-_Social_Science_Open_Access_Repository>
?:publicationType	Zeitschriftenartikel (xsd:string) journal_article (en)
?:sourceInfo	GESIS-SSOAR (xsd:string) In: Journal of Econometrics, 151, 2009, 2, 101-112 (xsd:string)
rdf:type	<https://schema.org/ScholarlyArticle>
?:url	<http://www.ssoar.info/ssoar/handle/document/23349>
?:urn	urn:nbn:de:0168-ssoar-233498 ()
?:volumeNumber	151 (xsd:string)