Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620)
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English | Testing Semiparametric Hypotheses in Locally Stationary Processes |
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Testing Semiparametric Hypotheses in Locally Stationary Processes (English)
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9 October 2013
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bootstrap
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goodness-of-fit tests
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integrated periodogram
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\(L_{2}\)-distance
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locally stationary processes
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non-stationary processes
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semiparametric models
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spectral density
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