Testing semiparametric hypotheses in locally stationary processes
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Publication:2852620
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Cites work
- scientific article; zbMATH DE number 3233300 (Why is no real title available?)
- A Haar–Fisz technique for locally stationary volatility estimation
- A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
- A measure of stationarity in locally stationary processes with applications to testing
- An efficient estimator for locally stationary Gaussian long-memory processes
- Bootstrapping the Local Periodogram of Locally Stationary Processes
- Discriminant analysis for locally stationary processes
- Distribution free goodness-of-fit tests for linear processes
- Empirical spectral processes for locally stationary time series
- Estimation of time varying linear systems
- Fitting time series models to nonstationary processes
- Frequency domain tests of semiparametric hypotheses for locally stationary process
- Linearity testing using local polynomial approximation
- Local inference for locally stationary time series based on the empirical spectral measure
- Locally adaptive estimation of evolutionary wavelet spectra
- Nonlinear time series. Nonparametric and parametric methods
- Nonlinear wavelet estimation of time-varying autoregressive processes
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
- On the Kullback-Leibler information divergence of locally stationary processes
- Some asymptotic theory for the bootstrap
- Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
- Statistical inference for time-inhomogeneous volatility models.
- Testing Composite Hypotheses for Locally Stationary Processes
- Testing nonparametric and semiparametric hypotheses in vector stationary processes
- Testing precise hypotheses. With comments and a rejoinder by the authors
- Validating stationarity assumptions in time series analysis by rolling local periodograms
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
Cited in
(14)- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
- Frequency domain tests of semiparametric hypotheses for locally stationary process
- Data-Adaptive Estimation of Time-Varying Spectral Densities
- Testing Composite Hypotheses for Locally Stationary Processes
- A test for stationarity based on empirical processes
- Semiparametric Estimation by Model Selection for Locally Stationary Processes
- Time series clustering using the total variation distance with applications in oceanography
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances
- Testing for stationarity in multivariate locally stationary processes
- Testing nonparametric and semiparametric hypotheses in vector stationary processes
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors
- scientific article; zbMATH DE number 6482220 (Why is no real title available?)
- A note on testing hypotheses for stationary processes in the frequency domain
- Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem
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