Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach
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Publication:2828619
DOI10.5705/ss.2014.175tzbMath1356.62158OpenAlexW2520443609MaRDI QIDQ2828619
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Publication date: 26 October 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.2014.175t
nonstationary processeslocal linear estimationnonparametric hypothesis testingmultivariate nonlinear time seriesregular monitoring data
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: hypothesis testing (62M07)