Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing for jumps in the presence of smooth changes in trends of nonstationary time series |
scientific article |
Statements
Testing for jumps in the presence of smooth changes in trends of nonstationary time series (English)
0 references
30 March 2016
0 references
abrupt and smooth changes
0 references
change points
0 references
local linear estimation
0 references
nonparametric hypothesis testing
0 references
nonparametric jump detection
0 references
nonstationary processes
0 references
0 references
0 references
0 references
0 references
0 references