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

DOI10.5705/SS.2014.175TzbMATH Open1356.62158OpenAlexW2520443609MaRDI QIDQ2828619FDOQ2828619

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

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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)

Cited In (1)

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

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