Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305)
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Language | Label | Description | Also known as |
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English | Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity |
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Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (English)
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12 January 2017
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cumulants
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empirical process theory
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exponential inequality
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locally stationary processes
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non-stationary processes
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tests of stationarity
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