On Local Power Properties of Frequency Domain‐based Tests for Stationarity

DOI10.1111/sjos.12197zbMath1468.62298OpenAlexW2134519746MaRDI QIDQ2821472

Efstathios Paparoditis, Philip Preuss

Publication date: 21 September 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/30133

zbMATH Keywords

spectrumtestinglocal alternativesnonstationarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

Testing for Stationarity in Multivariate Locally Stationary Processes ⋮ Autoregressive approximations to nonstationary time series with inference and applications ⋮ Time series clustering using the total variation distance with applications in oceanography ⋮ A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics

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