Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach

DOI10.5705/SS.2014.175TMaRDI QIDQ2828619zbMATH OpenOpenAlexFDO

Authors Ting Zhang

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

zbMATH Keywords

local linear estimationnonparametric hypothesis testingnonstationary processesmultivariate nonlinear time seriesregular monitoring data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(1)

• Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization

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