A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
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Publication:3111202
DOI10.1198/jasa.2011.tm10811zbMath1229.62119OpenAlexW2046977348MaRDI QIDQ3111202
Mathias Vetter, Dette, Holger, Philip Preuss
Publication date: 18 January 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2011.tm10811
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
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