A test for stationarity based on empirical processes

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

zbMATH Keywords

bootstrapgoodness-of-fit testslocally stationary processesspectral densityempirical spectral measureintegrated periodogramsnon-stationary processeses

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)

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