Philip Preuss

Available identifiers

Publication	Date of Publication	Type
Predictive, finite-sample model choice for time series under stationarity and non-stationarity	2019-10-04	Paper
Detection of Multiple Structural Breaks in Multivariate Time Series	2017-10-13	Paper
Detecting long-range dependence in non-stationary time series	2017-05-16	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity	2016-11-14	Paper
On local power properties of frequency domain-based tests for stationarity	2016-09-21	Paper
Measuring stationarity in long-memory processes	2016-01-28	Paper
Testing for stationarity in multivariate locally stationary processes	2016-01-25	Paper
Estimation of the bispectrum for locally stationary processes	2014-06-11	Paper
A test for stationarity based on empirical processes	2014-02-04	Paper
Testing semiparametric hypotheses in locally stationary processes	2013-10-09	Paper
Discriminating between long-range dependence and non-stationarity	2013-09-26	Paper
Comparing spectral densities of stationary time series with unequal sample sizes	2013-05-13	Paper
A measure of stationarity in locally stationary processes with applications to testing	2012-01-18	Paper

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