Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305)

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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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