Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620)

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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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