Reference
Rainer Dahlhaus, and Sébastien Van Bellegem, “Semiparametric estimation by model selection for locally stationary processes”, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 68, n. 5, November 2006, pp. 721–746.
See also
Published in
Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 68, n. 5, November 2006, pp. 721–746