A test for stationarity based on empirical processes
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Publication:2435258
DOI10.3150/12-BEJ472zbMath1281.62183arXiv1312.5448MaRDI QIDQ2435258
Mathias Vetter, Dette, Holger, Philip Preuss
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5448
bootstrap; goodness-of-fit tests; locally stationary processes; spectral density; empirical spectral measure; integrated periodograms; non-stationary processeses
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62M15: Inference from stochastic processes and spectral analysis
62M07: Non-Markovian processes: hypothesis testing
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