Measuring stationarity in long-memory processes
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Publication:3465107
DOI10.5705/ss.2014.039zbMath1419.62249arXiv1303.3482OpenAlexW1519654361MaRDI QIDQ3465107
Kemal Sen, Philip Preuss, Dette, Holger
Publication date: 28 January 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.3482
bootstrapgoodness-of-fit testsnon-stationary processesspectral densitylong-memoryintegrated periodogramempirical spectral measurelocally stationary process
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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