Detecting gradual changes in locally stationary processes
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Publication:2343960
DOI10.1214/14-AOS1297zbMath1312.62045arXiv1310.4678MaRDI QIDQ2343960
Publication date: 11 May 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.4678
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
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